0001145549-19-011531.txt : 20190507
0001145549-19-011531.hdr.sgml : 20190507
20190507160535
ACCESSION NUMBER: 0001145549-19-011531
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190430
FILED AS OF DATE: 20190507
DATE AS OF CHANGE: 20190507
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 19803089
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
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XXXXXXXX
2019-04-30
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S000004508
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033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
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084-00896
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2019-05-07
2031-11-01
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2019-05-01
2019-05-01
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Y
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2019-06-18
2019-06-18
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2019-06-04
2019-06-04
2019-06-04
N
Y
Credit Suisse AG
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0.0251
142010620.18
142010620.18
0.0015
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N
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549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
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2019-05-07
2019-05-07
2019-05-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
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0.0248
42979306.25
42979306.25
0.0005
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N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
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549300BUNY5BIX4CVW20
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2019-06-24
2019-06-24
2019-06-24
N
Y
Credit Agricole Corporate and Investment Bank SA
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0.0255
36855741.07
36855741.07
0.0004
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N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UTT9
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
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2019-06-27
2019-06-27
2019-06-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0255
116020628.13
116020628.13
0.0012
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UU34
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
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0.0256
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0.0011
N
N
N
N
Atlantic Asset Securitization, LLC
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04821UU83
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
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2019-07-08
2019-07-08
2019-07-08
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
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0.0256
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N
N
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04821UU91
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
49750625.00
49750625.00
0.0005
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UUA8
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-10
2019-07-10
2019-07-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
33429959.81
33429959.81
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UUB6
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-11
2019-07-11
2019-07-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
85558476.00
85558476.00
0.0009
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UUC4
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
24869816.75
24869816.75
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UV17
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0258
49666233.50
49666233.50
0.0005
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) 2.600000%
05252WQS5
JHE42UYNWWTJB8YTTU19
Certificate of Deposit
Y
2019-09-06
2019-09-06
2019-09-06
N
N
N
0.0256
100011305.00
100011305.00
0.0011
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N
N
N
BPCE SA
BPCE SA 0.000000%
05571CS10
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Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
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N
N
0.0241
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102993095.91
0.0011
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Y
Y
N
BNP PARIBAS (SAN FRANCISCO BRANCH)
BNP PARIBAS (SAN FRANCISCO BRANCH) 2.692400%
05576T3K3
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
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2019-07-05
2019-07-05
2019-07-05
N
N
N
0.0256
154027165.60
154027165.60
0.0017
N
N
N
N
BNP PARIBAS (SAN FRANCISCO BRANCH)
BNP PARIBAS (SAN FRANCISCO BRANCH) 2.640000%
05576T3L1
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-09-11
2019-09-11
2019-09-11
N
N
N
0.0255
65019570.20
65019570.20
0.0007
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N
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BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 2.708300%
05586FNJ2
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
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2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0256
150018405.00
150018405.00
0.0016
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N
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06053P2A4
B4TYDEB6GKMZO031MB27
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Other Instrument
Bank Note
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2019-11-04
2019-11-04
2019-11-04
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N
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0.0011
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0270
256500000.00
256500000.00
0.0028
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Y
Y
N
BANK OF AMERICA NA
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06053PV38
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-05-09
2019-05-09
2019-05-09
N
N
N
0.0256
193007521.21
193007521.21
0.0021
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.629400%
06053PY43
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-05-07
2019-11-04
2019-11-04
N
N
N
0.0259
240054424.80
240054424.80
0.0026
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.603500%
06053PY84
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-05-07
2019-10-07
2019-10-07
N
N
N
0.0259
200021326.00
200021326.00
0.0022
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.560000%
06053PZ91
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-11-04
2019-11-04
2019-11-04
N
N
N
0.0250
283082698.26
283082698.26
0.0030
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.679800%
06417G2H0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0256
146522080.48
146522080.48
0.0016
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.756600%
06417G3P1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2019-06-12
2019-09-12
2019-09-12
N
N
N
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274181423.62
274181423.62
0.0030
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N
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N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.681000%
06417G4C9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-16
2019-10-16
2019-10-16
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133557160.70
133557160.70
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N
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BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417G4N5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2019-05-03
2019-09-03
2019-09-03
N
N
N
0.0257
58008617.64
58008617.64
0.0006
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.658600%
06417G5M6
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-05-28
2019-11-27
2019-11-27
N
N
N
0.0257
74010192.02
74010192.02
0.0008
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N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.610000%
06417G5N4
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0255
300052671.00
300052671.00
0.0032
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.628800%
06417G5T1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0258
105009711.45
105009711.45
0.0011
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N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.619800%
06417G5W4
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0258
230021705.10
230021705.10
0.0025
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417G5Y0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-08
2020-01-06
2020-01-06
N
N
N
0.0258
72006912.00
72006912.00
0.0008
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 2.560000%
06426GRF6
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0251
241126168.99
241126168.99
0.0026
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 2.450000%
06426GRK5
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0244
116000109.04
116000109.04
0.0012
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MS64
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Societe Generale SA
1.0000
N
0.0245
24989812.50
24989812.50
0.0003
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MS80
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
Societe Generale SA
1.0000
N
0.0247
71960559.84
71960559.84
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSE7
549300KOFKIMD0C37W24
US06945MSE74
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Societe Generale SA
1.0000
N
0.0253
49051786.75
49051786.75
0.0005
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSM9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Societe Generale SA
1.0000
N
0.0255
99851308.00
99851308.00
0.0011
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSP2
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-23
2019-05-23
2019-05-23
N
Y
Societe Generale SA
1.0000
N
0.0254
39934986.80
39934986.80
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSU1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
Societe Generale SA
1.0000
N
0.0253
18962612.18
18962612.18
0.0002
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MT55
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Societe Generale SA
1.0000
N
0.0256
32915685.00
32915685.00
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MTC0
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-06-12
2019-06-12
2019-06-12
N
Y
Societe Generale SA
1.0000
N
0.0259
96699919.83
96699919.83
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MU12
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Societe Generale SA
1.0000
N
0.0260
96565321.66
96565321.66
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MU87
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
Societe Generale SA
1.0000
N
0.0259
12935465.79
12935465.79
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MU95
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Societe Generale SA
1.0000
N
0.0259
97009358.55
97009358.55
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MUC8
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
Y
Societe Generale SA
1.0000
N
0.0258
74607168.75
74607168.75
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MVC7
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
Societe Generale SA
1.0000
N
0.0258
141932934.00
141932934.00
0.0015
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MVD5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
Societe Generale SA
1.0000
N
0.0259
13894445.88
13894445.88
0.0001
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.560000%
0727MAYW5
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0250
43000069.23
43000069.23
0.0005
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.590000%
0727MAZF1
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0254
337022124.05
337022124.05
0.0036
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.580000%
0727MAZJ3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0254
117006092.19
117006092.19
0.0013
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.550000%
0727MAZK0
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0251
434006583.78
434006583.78
0.0047
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.701500%
07644DGS1
Asset Backed Commercial Paper
Y
2019-05-01
2019-07-01
2019-07-01
N
Y
Royal Bank of Canada
1.0000
N
0.0249
40013358.40
40013358.40
0.0004
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.812600%
07644DGZ5
Asset Backed Commercial Paper
Y
2019-05-13
2019-08-13
2019-08-13
N
Y
Royal Bank of Canada
1.0000
N
0.0255
55042964.90
55042964.90
0.0006
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.767500%
07644DHK7
Asset Backed Commercial Paper
Y
2019-05-06
2019-11-04
2019-11-04
N
Y
Royal Bank of Canada
1.0000
N
0.0256
45010209.15
45010209.15
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.737600%
07646KDY3
Asset Backed Commercial Paper
Y
2019-05-08
2019-11-08
2019-11-08
N
Y
Royal Bank of Canada
1.0000
N
0.0256
125009437.50
125009437.50
0.0013
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MS13
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
Societe Generale SA
1.0000
N
0.0249
33997652.98
33997652.98
0.0004
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MSE5
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Societe Generale SA
1.0000
N
0.0249
43358058.67
43358058.67
0.0005
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MSF2
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-15
2019-05-15
2019-05-15
N
Y
Societe Generale SA
1.0000
N
0.0249
89906812.20
89906812.20
0.0010
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MU85
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
Societe Generale SA
1.0000
N
0.0254
115434606.72
115434606.72
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MU93
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Societe Generale SA
1.0000
N
0.0255
61693186.18
61693186.18
0.0007
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MV68
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-08-06
2019-08-06
2019-08-06
N
Y
Societe Generale SA
1.0000
N
0.0258
116177632.74
116177632.74
0.0013
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.440000%
10513EKN7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
384000042.24
384000042.24
0.0041
N
Y
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.450000%
10513EKP2
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0244
417000892.38
417000892.38
0.0045
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3S60
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Citibank NA
1.0000
N
0.0243
36985008.71
36985008.71
0.0004
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SD5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
Y
Citibank NA
1.0000
N
0.0246
97913014.22
97913014.22
0.0011
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SM5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Citibank NA
1.0000
N
0.0247
99601109.86
99601109.86
0.0011
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SN3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-22
2019-05-22
2019-05-22
N
Y
Citibank NA
1.0000
N
0.0247
66399459.32
66399459.32
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3T36
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Citibank NA
1.0000
N
0.0249
29929449.90
29929449.90
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3T51
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Citibank NA
1.0000
N
0.0249
55860392.00
55860392.00
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3UA8
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-10
2019-07-10
2019-07-10
N
Y
Citibank NA
1.0000
N
0.0254
49749528.00
49749528.00
0.0005
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3UK6
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Citibank NA
1.0000
N
0.0255
110370506.79
110370506.79
0.0012
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3UP5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
Y
Citibank NA
1.0000
N
0.0256
21868740.74
21868740.74
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3US9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-26
2019-07-26
2019-07-26
N
Y
Citibank NA
1.0000
N
0.0256
74535819.00
74535819.00
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3VL3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-08-20
2019-08-20
2019-08-20
N
Y
Citibank NA
1.0000
N
0.0256
29761253.40
29761253.40
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3VV1
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
Citibank NA
1.0000
N
0.0256
24785309.00
24785309.00
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3X15
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-10-01
2019-10-01
2019-10-01
N
Y
Citibank NA
1.0000
N
0.0257
77637315.62
77637315.62
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3XP2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-10-23
2019-10-23
2019-10-23
N
Y
Citibank NA
1.0000
N
0.0259
29619986.70
29619986.70
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USG7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-16
2019-05-16
2019-05-16
N
Y
Citibank NA
1.0000
N
0.0247
74917800.00
74917800.00
0.0008
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USL6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
Citibank NA
1.0000
N
0.0247
99862667.00
99862667.00
0.0011
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USM4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Citibank NA
1.0000
N
0.0247
74092960.56
74092960.56
0.0008
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USQ5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
Y
Citibank NA
1.0000
N
0.0249
54908810.00
54908810.00
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UT50
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Citibank NA
1.0000
N
0.0252
42891855.00
42891855.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UT68
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
Citibank NA
1.0000
N
0.0252
17853731.01
17853731.01
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UU33
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Citibank NA
1.0000
N
0.0253
19910044.40
19910044.40
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUA7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-10
2019-07-10
2019-07-10
N
Y
Citibank NA
1.0000
N
0.0254
49749528.00
49749528.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUG4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-16
2019-07-16
2019-07-16
N
Y
Citibank NA
1.0000
N
0.0255
34809253.85
34809253.85
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUK5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Citibank NA
1.0000
N
0.0255
46733457.83
46733457.83
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUW9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-30
2019-07-30
2019-07-30
N
Y
Citibank NA
1.0000
N
0.0257
49675812.50
49675812.50
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVD0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
Citibank NA
1.0000
N
0.0257
24812604.25
24812604.25
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVF5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-15
2019-08-15
2019-08-15
N
Y
Citibank NA
1.0000
N
0.0257
29770752.60
29770752.60
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVP3
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-23
2019-08-23
2019-08-23
N
Y
Citibank NA
1.0000
N
0.0257
68432867.61
68432867.61
0.0007
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVV0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
Citibank NA
1.0000
N
0.0258
15861522.24
15861522.24
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UWC1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-09-12
2019-09-12
2019-09-12
N
Y
Citibank NA
1.0000
N
0.0258
99032500.00
99032500.00
0.0011
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UX22
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
Y
Citibank NA
1.0000
N
0.0259
44498768.85
44498768.85
0.0005
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.936300%
13606BFY7
2IGI19DL77OX0HC3ZE78
US13606BFY74
0000800030
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0294
28000000.00
28000000.00
0.0003
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.776600%
13606BH58
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-05-28
2019-07-25
2019-07-25
N
N
N
0.0257
175086311.75
175086311.75
0.0019
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.843100%
13606BM86
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-05-30
2019-09-30
2019-09-30
N
N
N
0.0257
80091207.20
80091207.20
0.0009
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.770000%
13606BN69
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-07-11
2019-07-11
2019-07-11
N
N
N
0.0245
200119598.00
200119598.00
0.0022
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.651500%
13606BP42
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-05-01
2019-11-01
2019-11-01
N
N
N
0.0258
125032840.00
125032840.00
0.0013
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.603400%
13606BX27
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-05-28
2019-11-26
2019-11-26
N
N
N
0.0261
99995329.00
99995329.00
0.0011
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608BVP6
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2019-08-23
2019-08-23
2019-08-23
N
N
N
0.0251
163679656.80
163679656.80
0.0018
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 2.630300%
15963RAY9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-25
2019-10-25
2019-10-25
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0261
99506968.98
99506968.98
0.0011
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963USD9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0246
49955529.00
49955529.00
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963USV9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-05-29
2019-05-29
2019-05-29
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0248
99799900.00
99799900.00
0.0011
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UT30
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0249
232452060.89
232452060.89
0.0025
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UTA4
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0250
58582725.83
58582725.83
0.0006
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UTC0
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-12
2019-06-12
2019-06-12
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0250
84247471.75
84247471.75
0.0009
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UTD8
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0250
24923489.00
24923489.00
0.0003
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UU87
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0252
98522589.33
98522589.33
0.0011
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UUF1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0251
85544476.92
85544476.92
0.0009
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UW51
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0248
54514435.80
54514435.80
0.0006
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WSA6
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
Citibank NA
1.0000
N
0.0244
29979641.70
29979641.70
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WSH1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-05-17
2019-05-17
2019-05-17
N
Y
Citibank NA
1.0000
N
0.0246
145331115.24
145331115.24
0.0016
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT31
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Citibank NA
1.0000
N
0.0249
49882416.50
49882416.50
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT49
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Citibank NA
1.0000
N
0.0249
75516595.55
75516595.55
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT72
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
Y
Citibank NA
1.0000
N
0.0250
49868266.50
49868266.50
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WTA5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
Citibank NA
1.0000
N
0.0250
42877569.54
42877569.54
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WTD9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
Citibank NA
1.0000
N
0.0250
49846978.00
49846978.00
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WU13
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Citibank NA
1.0000
N
0.0253
94586390.90
94586390.90
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WU21
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
Y
Citibank NA
1.0000
N
0.0253
74767626.18
74767626.18
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WUW5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-30
2019-07-30
2019-07-30
N
Y
Citibank NA
1.0000
N
0.0257
99351625.00
99351625.00
0.0011
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WV12
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Citibank NA
1.0000
N
0.0257
49668558.50
49668558.50
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WVE4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-14
2019-08-14
2019-08-14
N
Y
Citibank NA
1.0000
N
0.0257
24810819.50
24810819.50
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WVV6
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
Citibank NA
1.0000
N
0.0258
24783628.50
24783628.50
0.0003
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.620000%
17305TF49
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2019-09-17
2019-09-17
2019-09-17
N
N
N
0.0257
200032992.00
200032992.00
0.0022
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BTS4
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2019-06-26
2019-06-26
2019-06-26
N
N
N
0.0249
94625312.40
94625312.40
0.0010
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BUP8
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
N
N
0.0251
93449254.00
93449254.00
0.0010
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BUQ0
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-07-24
2019-07-24
2019-07-24
N
N
N
0.0250
129232025.00
129232025.00
0.0014
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BV71
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
N
N
0.0251
52137041.25
52137041.25
0.0006
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BW96
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0254
72319323.91
72319323.91
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DTK7
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-06-19
2019-06-19
2019-06-19
N
Y
JP Morgan Securities LLC
1.0000
N
0.0251
43846488.84
43846488.84
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DVV0
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
JP Morgan Securities LLC
1.0000
N
0.0258
24783628.50
24783628.50
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GV68
Asset Backed Commercial Paper
Y
2019-08-06
2019-08-06
2019-08-06
N
Y
JP Morgan Securities LLC
1.0000
N
0.0257
79440746.40
79440746.40
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GV76
Asset Backed Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
Y
JP Morgan Securities LLC
1.0000
N
0.0257
49646900.00
49646900.00
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GWR1
Asset Backed Commercial Paper
Y
2019-09-25
2019-09-25
2019-09-25
N
Y
JP Morgan Securities LLC
1.0000
N
0.0258
93990804.55
93990804.55
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GXA7
Asset Backed Commercial Paper
Y
2019-10-10
2019-10-10
2019-10-10
N
Y
JP Morgan Securities LLC
1.0000
N
0.0259
24706939.50
24706939.50
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.692000%
19423CHP0
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-05-13
2019-08-12
2019-08-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0254
61025657.21
61025657.21
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.927600%
19423CJL7
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
JP Morgan Securities LLC
1.0000
N
0.0255
170005628.70
170005628.70
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.713300%
19423CJS2
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0256
90013461.30
90013461.30
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.725500%
19423CJV5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0257
186541378.76
186541378.76
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.696800%
19423CKA9
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
JP Morgan Securities LLC
1.0000
N
0.0257
164034121.84
164034121.84
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.781600%
19423CKC5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-05-13
2019-08-12
2019-08-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0258
113507612.45
113507612.45
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.783500%
19423EGF9
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
JP Morgan Securities LLC
1.0000
N
0.0242
100008071.00
100008071.00
0.0011
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.713300%
19423EGL6
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0256
46006880.22
46006880.22
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.725500%
19423EGP7
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0257
50011093.50
50011093.50
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.683400%
19423EGU6
Asset Backed Commercial Paper
Y
2019-06-03
2019-09-03
2019-09-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0258
140006140.40
140006140.40
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.640900%
19423EHE1
Asset Backed Commercial Paper
Y
2019-06-12
2019-09-12
2019-09-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0259
45002211.75
45002211.75
0.0005
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.793400%
20271EQK8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-05-03
2019-07-03
2019-07-03
N
N
N
0.0252
255119227.80
255119227.80
0.0027
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.770000%
20271EQM4
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0244
100006907.00
100006907.00
0.0011
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.582600%
20271EQR3
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-05-15
2019-08-15
2019-08-15
N
N
N
0.0258
200008424.00
200008424.00
0.0022
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.570000%
20271EQV4
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-07-08
2019-07-08
2019-07-08
N
N
N
0.0250
100011357.00
100011357.00
0.0011
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.586000%
20271EQW2
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-06-03
2019-11-01
2019-11-01
N
N
N
0.0258
170000000.00
170000000.00
0.0018
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.593500%
20272AH41
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-05-07
2019-08-07
2019-08-07
N
N
N
0.0254
77013006.84
77013006.84
0.0008
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.572600%
20272AH82
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-05-13
2019-08-13
2019-08-13
N
N
N
0.0255
28102784.71
28102784.71
0.0003
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 2.430000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
25000000.00
25000000.00
0.0003
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.642600%
21684B6Q2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0243
144012824.64
144012824.64
0.0016
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.783100%
21684B7J7
DG3RU1DBUFHT4ZF9WN62
US21684B7J72
0001098062
Certificate of Deposit
Y
2019-05-30
2019-07-30
2019-07-30
N
N
N
0.0261
118551018.99
118551018.99
0.0013
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.655500%
21684L2K7
DG3RU1DBUFHT4ZF9WN62
US21684L2K73
0001098062
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0254
347653408.74
347653408.74
0.0037
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.697000%
21684L2W1
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-05-13
2019-11-13
2019-11-13
N
N
N
0.0256
90006887.70
90006887.70
0.0010
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.567100%
21684L3C4
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-05-07
2019-09-05
2019-09-05
N
N
N
0.0257
100000420.00
100000420.00
0.0011
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.593500%
21684L3D2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-05-07
2019-12-06
2019-12-06
N
N
N
0.0261
174993834.75
174993834.75
0.0019
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.600000%
21684XAD8
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-09-12
2019-09-12
2019-09-12
N
N
N
0.0253
200043862.00
200043862.00
0.0022
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.650000%
22549LSC0
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-09-25
2019-09-25
2019-09-25
N
N
N
0.0258
460609737.15
460609737.15
0.0050
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.620000%
22549LTY1
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-10-09
2019-10-09
2019-10-09
N
N
N
0.0259
142013717.20
142013717.20
0.0015
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.775300%
22549LVJ1
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0261
161022741.25
161022741.25
0.0017
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.630000%
22549LVX0
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0256
187033336.49
187033336.49
0.0020
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.660000%
22549LWF8
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-09-03
2019-09-03
2019-09-03
N
N
N
0.0257
6001680.66
6001680.66
0.0001
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.620000%
22549LXS9
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-10-11
2019-10-11
2019-10-11
N
N
N
0.0259
95009505.70
95009505.70
0.0010
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.000000%
2254EBW56
ANGGYXNX0JLX3X63JN86
Financial Company Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0256
342850631.88
342850631.88
0.0037
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.620000%
22845AJT8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
Credit Suisse AG
1.0000
N
0.0251
221029972.02
221029972.02
0.0024
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.610000%
22845AJV3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
Credit Suisse AG
1.0000
N
0.0251
273033540.78
273033540.78
0.0029
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.580000%
22845AKB5
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
Y
Credit Suisse AG
1.0000
N
0.0255
125006391.25
125006391.25
0.0013
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.590000%
22845AKH2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Credit Suisse AG
1.0000
N
0.0257
78702161.10
78702161.10
0.0008
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.590000%
22845AKL3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-29
2019-07-29
2019-07-29
N
Y
Credit Suisse AG
1.0000
N
0.0259
335103233.72
335103233.72
0.0036
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ET45
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0251
149634687.00
149634687.00
0.0016
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EU35
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0252
89597439.90
89597439.90
0.0010
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EX24
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
N
N
0.0260
23237436.38
23237436.38
0.0003
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1VD9
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
N
N
0.0250
82394791.39
82394791.39
0.0009
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.600000%
23341VRW3
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0239
135009259.65
135009259.65
0.0015
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.571600%
23341VSZ5
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-05-09
2019-09-09
2019-09-09
N
N
N
0.0257
361011353.45
361011353.45
0.0039
N
N
N
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 2.550000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0255
3540000.00
3540000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.580000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0258
2410000.00
2410000.00
0.0000
N
N
Y
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 2.430000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
8000000.00
8000000.00
0.0001
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DS27
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0239
119984053.20
119984053.20
0.0013
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 2.772600%
34959TNW2
KGCEPHLVVKVRZYO1T647
Certificate of Deposit
Y
2019-05-14
2019-05-14
2019-05-14
N
N
N
0.0272
75001534.50
75001534.50
0.0008
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 2.630000%
34959TNZ5
KGCEPHLVVKVRZYO1T647
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0246
55004874.65
55004874.65
0.0006
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.480000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0248
1565000.00
1565000.00
0.0000
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MSV7
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-05-29
2019-05-29
2019-05-29
N
Y
MUFG BANK LTD
1.0000
N
0.0248
60877939.00
60877939.00
0.0007
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MSX3
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-05-31
2019-05-31
2019-05-31
N
Y
MUFG BANK LTD
1.0000
N
0.0249
52886541.84
52886541.84
0.0006
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MT46
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
MUFG BANK LTD
1.0000
N
0.0249
95168866.79
95168866.79
0.0010
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MT61
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
MUFG BANK LTD
1.0000
N
0.0249
69820570.40
69820570.40
0.0008
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MTD6
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
MUFG BANK LTD
1.0000
N
0.0250
74770467.00
74770467.00
0.0008
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MUP7
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
Y
MUFG BANK LTD
1.0000
N
0.0257
54669798.15
54669798.15
0.0006
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MV19
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
MUFG BANK LTD
1.0000
N
0.0258
19667828.47
19667828.47
0.0002
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RU91
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0255
129355922.80
129355922.80
0.0014
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RUJ9
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-18
2019-07-18
2019-07-18
N
N
N
0.0257
33311142.75
33311142.75
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RV90
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-08-09
2019-08-09
2019-08-09
N
N
N
0.0260
74453968.50
74453968.50
0.0008
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW40
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-04
2019-09-04
2019-09-04
N
N
N
0.0260
49541389.00
49541389.00
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW57
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0260
56076764.70
56076764.70
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW65
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-06
2019-09-06
2019-09-06
N
N
N
0.0260
125816328.25
125816328.25
0.0014
N
N
N
N
HSBC USA INC
HSBC USA INC 2.763900%
40434WCX7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-05-17
2019-05-17
2019-05-17
N
N
N
0.0243
51007997.31
51007997.31
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 2.777400%
40434WCY5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0243
54010748.16
54010748.16
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 2.648000%
40434WDF5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0255
43007421.80
43007421.80
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 2.600300%
40434WDH1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-25
2019-07-25
2019-07-25
N
N
N
0.0255
50005069.50
50005069.50
0.0005
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.737500%
40435RBH3
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-05-06
2019-08-05
2019-08-05
N
N
N
0.0256
200007640.00
200007640.00
0.0022
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.734400%
40435RBK6
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-05-06
2019-08-06
2019-08-06
N
N
N
0.0256
74002816.44
74002816.44
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.654500%
40435RBR1
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-06-04
2019-09-04
2019-09-04
N
N
N
0.0256
98804405.49
98804405.49
0.0011
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.611500%
40435RCH2
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-05-01
2019-10-01
2019-10-01
N
N
N
0.0259
160004572.80
160004572.80
0.0017
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.605500%
40435RCM1
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-07-03
2019-10-03
2019-10-03
N
N
N
0.0257
95005513.80
95005513.80
0.0010
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.590300%
40435RCP4
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-07-25
2019-10-25
2019-10-25
N
N
N
0.0257
66004627.26
66004627.26
0.0007
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.430000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0243
48000000.00
48000000.00
0.0005
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.430000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
86910000.00
86910000.00
0.0009
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1S98
Financial Company Commercial Paper
Y
2019-05-09
2019-05-09
2019-05-09
N
Y
ING Bank NV
1.0000
N
0.0243
296819572.50
296819572.50
0.0032
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.615500%
44988GAD0
Financial Company Commercial Paper
Y
2019-05-01
2019-10-01
2019-10-01
N
Y
ING Bank NV
1.0000
N
0.0258
192016056.96
192016056.96
0.0021
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.603400%
44988GAG3
Financial Company Commercial Paper
Y
2019-05-03
2019-10-03
2019-10-03
N
Y
ING Bank NV
1.0000
N
0.0258
190006258.60
190006258.60
0.0020
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.783500%
46640CGN6
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0242
379330613.30
379330613.30
0.0041
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.623500%
46640CGX4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-05-07
2019-08-06
2019-08-06
N
N
N
0.0254
165041943.00
165041943.00
0.0018
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.737500%
46640EHY7
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-05-07
2019-08-05
2019-08-05
N
N
N
0.0256
150005730.00
150005730.00
0.0016
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QU90
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0255
88060843.53
88060843.53
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TF75
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0244
229891101.90
229891101.90
0.0025
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TF83
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0248
143583192.00
143583192.00
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TJ63
Asset Backed Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0255
74580312.75
74580312.75
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TJ89
Asset Backed Commercial Paper
Y
2019-07-26
2019-07-26
2019-07-26
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
197812700.33
197812700.33
0.0021
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TJ97
Asset Backed Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
94363985.45
94363985.45
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMB2
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0243
169977060.20
169977060.20
0.0018
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMC0
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0243
149969625.00
149969625.00
0.0016
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMJ5
Asset Backed Commercial Paper
Y
2019-06-11
2019-06-11
2019-06-11
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0247
134656732.80
134656732.80
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMK2
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0247
249416805.00
249416805.00
0.0027
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMX4
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0257
99358750.00
99358750.00
0.0011
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMZ9
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
24822083.25
24822083.25
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NAC1
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0248
82765571.48
82765571.48
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TKJ2
Asset Backed Commercial Paper
Y
2019-08-30
2019-08-30
2019-08-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
99155431.00
99155431.00
0.0011
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TKN3
Asset Backed Commercial Paper
Y
2019-09-09
2019-09-09
2019-09-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
99061700.00
99061700.00
0.0011
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1S12
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0249
399972388.00
399972388.00
0.0043
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1S20
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0249
445938425.24
445938425.24
0.0048
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.500000%
51500VDQ9
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0254
677065669.00
677065669.00
0.0073
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.500000%
51501GBR1
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0249
79000195.13
79000195.13
0.0009
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MT34
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Natixis SA
1.0000
N
0.0251
22945585.91
22945585.91
0.0002
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MTQ3
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
Y
Natixis SA
1.0000
N
0.0252
13946142.84
13946142.84
0.0002
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MU32
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Natixis SA
1.0000
N
0.0253
425076411.97
425076411.97
0.0046
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RS74
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0246
99952264.00
99952264.00
0.0011
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RSE9
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0246
3047077.43
3047077.43
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RSQ2
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
123793828.92
123793828.92
0.0013
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT40
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0254
124292064.81
124292064.81
0.0013
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT57
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0254
12966941.00
12966941.00
0.0001
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT73
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0255
105715131.36
105715131.36
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RTA6
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0255
48259438.17
48259438.17
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RVC9
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0258
44665249.95
44665249.95
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.580000%
55379WA63
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0253
200021948.00
200021948.00
0.0022
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.580000%
55379WA71
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0253
152016750.40
152016750.40
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.590000%
55379WJ23
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0259
320003040.00
320003040.00
0.0034
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.582400%
55379WJ72
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-29
2019-10-29
2019-10-29
N
N
N
0.0256
80005805.60
80005805.60
0.0009
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.550000%
55379WK39
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0255
91000000.00
91000000.00
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.830000%
55379WQL3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0238
147401712.79
147401712.79
0.0016
N
Y
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.850000%
55379WRK4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0238
50001211.50
50001211.50
0.0005
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.763500%
55379WRP3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0254
172005500.56
172005500.56
0.0019
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.787400%
55379WSN7
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0244
135029500.20
135029500.20
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.900000%
55379WSS6
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-28
2019-05-28
2019-05-28
N
N
N
0.0244
135045015.75
135045015.75
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.820000%
55379WWA0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-09
2019-05-09
2019-05-09
N
N
N
0.0240
41004129.93
41004129.93
0.0004
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.740000%
55379WXH4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0243
81014625.36
81014625.36
0.0009
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.711500%
55379WXR2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-22
2019-10-22
2019-10-22
N
N
N
0.0256
160102451.20
160102451.20
0.0017
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.620000%
55379WYW0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0242
123012981.42
123012981.42
0.0013
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.590000%
55379WZG4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0242
200017288.00
200017288.00
0.0022
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LTD6
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0252
99691511.00
99691511.00
0.0011
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LTK0
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0253
39859333.20
39859333.20
0.0004
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MTD4
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0250
44862280.20
44862280.20
0.0005
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157US19
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0243
30047973.43
30047973.43
0.0003
N
Y
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157US68
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0243
30987424.23
30987424.23
0.0003
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157USD3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0244
18983238.39
18983238.39
0.0002
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157USL5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0245
48384000.45
48384000.45
0.0005
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UT34
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0247
89390982.91
89390982.91
0.0010
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UTA8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0248
20761195.16
20761195.16
0.0002
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UTH3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0249
53820791.82
53820791.82
0.0006
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UTQ3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0250
81631269.74
81631269.74
0.0009
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UU99
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0252
75180098.89
75180098.89
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UUF5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0253
78578719.07
78578719.07
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UUN8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-22
2019-07-22
2019-07-22
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0254
79532248.80
79532248.80
0.0009
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UVC1
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0255
64521166.45
64521166.45
0.0007
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UWP1
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-09-23
2019-09-23
2019-09-23
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0256
13854421.84
13854421.84
0.0001
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UX13
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-01
2019-10-01
2019-10-01
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0257
2838496.64
2838496.64
0.0000
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UX21
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0257
29668429.20
29668429.20
0.0003
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UXG0
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-16
2019-10-16
2019-10-16
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0257
82986168.72
82986168.72
0.0009
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UXU9
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-28
2019-10-28
2019-10-28
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0258
88242130.54
88242130.54
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XTT3
JBONEPAGQXF4QP29B387
0001462160
Financial Company Commercial Paper
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0251
59757173.40
59757173.40
0.0006
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XV94
JBONEPAGQXF4QP29B387
0001462160
Financial Company Commercial Paper
Y
2019-08-09
2019-08-09
2019-08-09
N
N
N
0.0255
94319820.90
94319820.90
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.640000%
60683BNZ2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0242
154000885.50
154000885.50
0.0017
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BPG2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-05-09
2019-05-09
2019-05-09
N
N
N
0.0243
151505775.18
151505775.18
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BPL1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0244
224011737.60
224011737.60
0.0024
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BPS6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0246
89006650.08
89006650.08
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BPT4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0246
38002596.54
38002596.54
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.580000%
60683BPW7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0248
86007195.62
86007195.62
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.570000%
60683BQD8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0249
13001062.88
13001062.88
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BQJ5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-25
2019-06-25
2019-06-25
N
N
N
0.0251
129016214.01
129016214.01
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.580000%
60683BQM8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-26
2019-06-26
2019-06-26
N
N
N
0.0251
42004093.74
42004093.74
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.570000%
60683BQZ9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0255
120005954.40
120005954.40
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BRE5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-10-29
2019-10-29
2019-10-29
N
N
N
0.0260
45998809.52
45998809.52
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CU17
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0252
120475485.57
120475485.57
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CUC3
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
N
N
0.0253
21887223.16
21887223.16
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.720000%
60700A6H2
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0247
220002868.80
220002868.80
0.0024
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.690000%
60700A6L3
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0247
82003266.06
82003266.06
0.0009
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.670000%
60700A6S8
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0247
83004253.75
83004253.75
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.650000%
60700A7B4
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0247
20001362.20
20001362.20
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.620000%
60700A7K4
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0247
117009056.97
117009056.97
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60710A2F8
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0247
75005375.25
75005375.25
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A2J0
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0247
99003827.34
99003827.34
0.0011
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A3A8
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0248
37003712.21
37003712.21
0.0004
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.580000%
60710A3T7
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0249
25002626.75
25002626.75
0.0003
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A4D1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0249
22002865.72
22002865.72
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60710A4M1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0249
260040692.60
260040692.60
0.0028
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.570000%
60710A4W9
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0251
50005619.50
50005619.50
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.570000%
60710A4Y5
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0251
386043533.08
386043533.08
0.0042
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.570000%
60710A5J7
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-23
2019-07-23
2019-07-23
N
N
N
0.0252
55006024.70
55006024.70
0.0006
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.550000%
60710A5U2
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-29
2019-07-29
2019-07-29
N
N
N
0.0253
71003936.24
71003936.24
0.0008
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478T2L2
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-11-05
2019-11-05
2019-11-05
N
N
N
0.0235
233265853.00
233265853.00
0.0025
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478T2M0
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-11-08
2019-11-08
2019-11-08
N
N
N
0.0235
236273406.00
236273406.00
0.0025
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478TV48
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0239
194013921.44
194013921.44
0.0021
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.590000%
62478TV71
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0243
190029427.20
190029427.20
0.0020
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.600000%
62478TZ93
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-10-25
2019-10-25
2019-10-25
N
N
N
0.0256
71011516.91
71011516.91
0.0008
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MU21
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0249
219041735.00
219041735.00
0.0024
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MUX3
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0253
220566916.74
220566916.74
0.0024
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
NATIONAL AUSTRALIA BANK LIMITED 0.000000%
63254FU96
F8SB4JFBSYQFRQEH3Z21
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0250
212958890.00
212958890.00
0.0023
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 2.593400%
63307NDJ3
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2019-05-03
2019-10-03
2019-10-03
N
N
N
0.0257
200006588.00
200006588.00
0.0022
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.550000%
63873NL90
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2019-06-18
2019-06-18
2019-06-18
N
N
N
0.0245
123115412.12
123115412.12
0.0013
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 2.600000%
64986U2S5
5493000LS7KCDB02O506
US64986U2S57
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2044-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0260
28800000.00
28800000.00
0.0003
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.460000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0246
92000000.00
92000000.00
0.0010
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 2.430000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0243
129800000.00
129800000.00
0.0014
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS25
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0247
98086543.62
98086543.62
0.0011
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS33
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-03
2019-05-03
2019-05-03
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0247
99979417.00
99979417.00
0.0011
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS74
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0248
67967275.00
67967275.00
0.0007
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS90
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-09
2019-05-09
2019-05-09
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0248
54965927.50
54965927.50
0.0006
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409ST32
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0251
75819837.44
75819837.44
0.0008
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409ST57
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0251
91768804.00
91768804.00
0.0010
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409ST65
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0251
94754536.15
94754536.15
0.0010
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409STD0
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0252
199383022.00
199383022.00
0.0021
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SU14
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0255
49780761.00
49780761.00
0.0005
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SU55
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-05
2019-07-05
2019-07-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0255
20901863.43
20901863.43
0.0002
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SUH9
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0256
23867035.92
23867035.92
0.0003
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SUN6
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-22
2019-07-22
2019-07-22
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0256
47716693.44
47716693.44
0.0005
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.590000%
65558TDZ5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-06-12
2019-06-12
2019-06-12
N
N
N
0.0244
187430236.99
187430236.99
0.0020
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.630000%
65558TEC5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0250
210071387.40
210071387.40
0.0023
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEK7
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-26
2019-08-26
2019-08-26
N
N
N
0.0250
217066584.28
217066584.28
0.0023
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEZ4
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0252
161046396.98
161046396.98
0.0017
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.590000%
65558TFS9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0250
101524925.36
101524925.36
0.0011
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.580900%
65558TGY5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-05-24
2019-10-24
2019-10-24
N
N
N
0.0259
48996986.99
48996986.99
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983USV6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-05-29
2019-05-29
2019-05-29
N
Y
Royal Bank of Canada
1.0000
N
0.0248
24949975.00
24949975.00
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UT37
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Royal Bank of Canada
1.0000
N
0.0249
27934153.24
27934153.24
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UU92
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Royal Bank of Canada
1.0000
N
0.0251
49756458.50
49756458.50
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UV18
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Royal Bank of Canada
1.0000
N
0.0251
99352617.00
99352617.00
0.0011
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UVL4
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-08-20
2019-08-20
2019-08-20
N
Y
Royal Bank of Canada
1.0000
N
0.0251
31749916.48
31749916.48
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UWG4
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-09-16
2019-09-16
2019-09-16
N
Y
Royal Bank of Canada
1.0000
N
0.0252
48523040.86
48523040.86
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UWJ8
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-09-18
2019-09-18
2019-09-18
N
Y
Royal Bank of Canada
1.0000
N
0.0252
99012217.00
99012217.00
0.0011
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UXQ1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-10-24
2019-10-24
2019-10-24
N
Y
Royal Bank of Canada
1.0000
N
0.0257
78989133.60
78989133.60
0.0009
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.610000%
69033MFF9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-14
2019-05-14
2019-05-14
N
N
N
0.0247
100004891.00
100004891.00
0.0011
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.600000%
69033MFG7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0245
88001980.00
88001980.00
0.0009
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.590000%
69033MFJ1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
47000179.54
47000179.54
0.0005
N
Y
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.738500%
69033MFL6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-07
2019-11-07
2019-11-07
N
N
N
0.0256
194014604.32
194014604.32
0.0021
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.612000%
69033MFM4
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-13
2019-11-12
2019-11-12
N
N
N
0.0260
415018787.05
415018787.05
0.0045
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.560000%
69033MFP7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0247
18000576.90
18000576.90
0.0002
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.560000%
69033MFY8
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0254
26000587.60
26000587.60
0.0003
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.593500%
69033MGB7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-07
2019-12-06
2019-12-06
N
N
N
0.0261
110991488.52
110991488.52
0.0012
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.650900%
69033MGG6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-06-13
2019-12-13
2019-12-13
N
N
N
0.0260
125010773.75
125010773.75
0.0013
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.682900%
69034CHF8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-05-20
2019-11-19
2019-11-19
N
N
N
0.0256
199015633.44
199015633.44
0.0021
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.636600%
69034CHQ4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-06-06
2019-12-06
2019-12-06
N
N
N
0.0259
47003921.21
47003921.21
0.0005
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MS19
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0245
235983970.88
235983970.88
0.0025
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MS27
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0245
189974192.30
189974192.30
0.0020
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MS68
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0245
97960065.00
97960065.00
0.0011
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MS76
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0245
189909670.20
189909670.20
0.0020
N
N
Y
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GTT0
Asset Backed Commercial Paper
Y
2019-06-27
2019-06-27
2019-06-27
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0250
19919380.00
19919380.00
0.0002
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GU84
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0252
46375189.95
46375189.95
0.0005
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GWW9
Asset Backed Commercial Paper
Y
2019-09-30
2019-09-30
2019-09-30
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0257
44509252.50
44509252.50
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KS28
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
BNP Paribas SA
1.0000
N
0.0250
75989448.92
75989448.92
0.0008
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KS36
Asset Backed Commercial Paper
Y
2019-05-03
2019-05-03
2019-05-03
N
Y
BNP Paribas SA
1.0000
N
0.0250
14996875.05
14996875.05
0.0002
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSG7
Asset Backed Commercial Paper
Y
2019-05-16
2019-05-16
2019-05-16
N
Y
BNP Paribas SA
1.0000
N
0.0252
47946325.44
47946325.44
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSL6
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
BNP Paribas SA
1.0000
N
0.0252
271618898.08
271618898.08
0.0029
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSU6
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
BNP Paribas SA
1.0000
N
0.0253
44711774.02
44711774.02
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KT35
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
BNP Paribas SA
1.0000
N
0.0253
32921086.11
32921086.11
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KTD3
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
BNP Paribas SA
1.0000
N
0.0253
100688179.67
100688179.67
0.0011
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KTK7
Asset Backed Commercial Paper
Y
2019-06-19
2019-06-19
2019-06-19
N
Y
BNP Paribas SA
1.0000
N
0.0253
135521732.88
135521732.88
0.0015
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KTL5
Asset Backed Commercial Paper
Y
2019-06-20
2019-06-20
2019-06-20
N
Y
BNP Paribas SA
1.0000
N
0.0253
66033191.82
66033191.82
0.0007
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KU82
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
BNP Paribas SA
1.0000
N
0.0256
10946026.63
10946026.63
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUG4
Asset Backed Commercial Paper
Y
2019-07-16
2019-07-16
2019-07-16
N
Y
BNP Paribas SA
1.0000
N
0.0257
37790872.32
37790872.32
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUH2
Asset Backed Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
Y
BNP Paribas SA
1.0000
N
0.0258
58422223.76
58422223.76
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUN9
Asset Backed Commercial Paper
Y
2019-07-22
2019-07-22
2019-07-22
N
Y
BNP Paribas SA
1.0000
N
0.0258
24806386.74
24806386.74
0.0003
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.793600%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0253
200018116.00
200018116.00
0.0022
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.758900%
78012UDW2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-05-28
2019-05-28
2019-05-28
N
N
N
0.0253
359042189.68
359042189.68
0.0039
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.744600%
78012ULB9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-06-17
2019-09-17
2019-09-17
N
N
N
0.0256
250134442.50
250134442.50
0.0027
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.660900%
78012UNQ4
ES7IP3U3RHIGC71XBU11
US78012UNQ49
Certificate of Deposit
Y
2019-07-17
2020-04-17
2020-04-17
N
N
N
0.0262
387253851.78
387253851.78
0.0042
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.629000%
78014XBJ5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-07-29
2020-01-27
2020-01-27
N
N
N
0.0259
126032296.32
126032296.32
0.0014
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.696300%
78014XBQ9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-05-28
2020-02-26
2020-02-26
N
N
N
0.0261
494057847.40
494057847.40
0.0053
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.636100%
78014XBR7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-06-03
2019-12-02
2019-12-02
N
N
N
0.0257
324026564.76
324026564.76
0.0035
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.616600%
78014XCF2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-05-24
2020-01-24
2020-01-24
N
N
N
0.0264
88890187.22
88890187.22
0.0010
N
N
N
N
San Francisco
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 2.470000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0247
19000000.00
19000000.00
0.0002
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.655500%
83050F4S7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0256
188022424.64
188022424.64
0.0020
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.640000%
83050F5U1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0237
193032176.96
193032176.96
0.0021
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.580000%
83050F6C0
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0240
50008558.00
50008558.00
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.630000%
83050F6J5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0253
150037321.50
150037321.50
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.610000%
83050F6P1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0255
102017445.06
102017445.06
0.0011
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.540000%
83050PAC3
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-08-15
2019-08-15
2019-08-15
N
N
N
0.0255
205991065.78
205991065.78
0.0022
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050USN9
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0237
31953751.04
31953751.04
0.0003
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MU19
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
BNP Paribas SA
1.0000
N
0.0253
13242094.73
13242094.73
0.0001
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.742600%
8574P1LW4
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0262
172008166.56
172008166.56
0.0019
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.577100%
8574P1MB9
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-05-07
2019-10-07
2019-10-07
N
N
N
0.0257
680024459.60
680024459.60
0.0073
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LVK5
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0255
54170875.67
54170875.67
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.730000%
86564FQY2
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
400003052.00
400003052.00
0.0043
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.620000%
86564FRY1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0244
130004178.20
130004178.20
0.0014
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.630000%
86564FRZ8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0245
125011776.25
125011776.25
0.0013
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.620000%
86564FSL8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0245
173016808.68
173016808.68
0.0019
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.570000%
86564FTH6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0247
23002416.84
23002416.84
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FTN3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0248
72006678.72
72006678.72
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FTQ6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-18
2019-06-18
2019-06-18
N
N
N
0.0248
69006375.60
69006375.60
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FTW3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0249
164015019.12
164015019.12
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.600000%
86564FUN1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0251
23003565.23
23003565.23
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.570000%
86564FVA8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0250
83008536.55
83008536.55
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FVZ3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-24
2019-07-24
2019-07-24
N
N
N
0.0253
151008292.92
151008292.92
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.550000%
86564FXA6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0254
59500857.99
59500857.99
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FXD0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-06
2019-08-06
2019-08-06
N
N
N
0.0255
150005643.00
150005643.00
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XTM6
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0249
46831160.49
46831160.49
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XTQ7
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
N
N
0.0249
37357229.25
37357229.25
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XU28
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0250
33851012.00
33851012.00
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.773400%
86565BPM7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0257
191001004.66
191001004.66
0.0021
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.711800%
86565BSH5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0256
532113943.76
532113943.76
0.0057
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.773500%
86565BSU6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-08
2019-07-08
2019-07-08
N
N
N
0.0252
55027650.70
55027650.70
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.830000%
86565BTJ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-11
2019-07-11
2019-07-11
N
N
N
0.0251
156092352.00
156092352.00
0.0017
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.780000%
86565BTT8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-22
2019-07-22
2019-07-22
N
N
N
0.0253
150080760.00
150080760.00
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.643500%
86565BUP4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-07
2019-08-07
2019-08-07
N
N
N
0.0259
150024921.00
150024921.00
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.590000%
86565BVH1
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-29
2019-05-29
2019-05-29
N
N
N
0.0243
102011784.06
102011784.06
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.560000%
86565BVS7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0243
240019718.40
240019718.40
0.0026
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.560000%
86565BWB3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0247
121012738.88
121012738.88
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.630000%
86565BWQ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0256
24005326.08
24005326.08
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.630000%
86565BWZ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-09-18
2019-09-18
2019-09-18
N
N
N
0.0256
59013716.32
59013716.32
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.631500%
86565BXR7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-01
2019-10-01
2019-10-01
N
N
N
0.0261
107002602.24
107002602.24
0.0012
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.603900%
86565BYU9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-17
2019-10-17
2019-10-17
N
N
N
0.0261
74999151.75
74999151.75
0.0008
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.600900%
86565BYW5
5U0XI89JRFVHWIBS4F54
US86565BYW52
Certificate of Deposit
Y
2019-05-24
2019-10-24
2019-10-24
N
N
N
0.0261
193987122.28
193987122.28
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.590000%
86565BYX3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0259
104001513.20
104001513.20
0.0011
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.749800%
86958J3A5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-07-02
2019-10-02
2019-10-02
N
N
N
0.0256
452808206.80
452808206.80
0.0049
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.676800%
86958J3S6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-07-15
2019-10-15
2019-10-15
N
N
N
0.0256
23509997.37
23509997.37
0.0003
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.682900%
86958J5F2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-05-20
2019-11-19
2019-11-19
N
N
N
0.0256
77006049.12
77006049.12
0.0008
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.619800%
86958J6H7
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0258
86808191.32
86808191.32
0.0009
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.657400%
86958JR92
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0243
144018601.92
144018601.92
0.0016
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.667400%
86958JU72
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-06-28
2019-06-28
2019-06-28
N
N
N
0.0253
143025808.64
143025808.64
0.0015
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SS13
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0247
19998626.20
19998626.20
0.0002
N
Y
Y
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SSP0
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0248
144770070.60
144770070.60
0.0016
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SSQ8
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0248
199669066.00
199669066.00
0.0022
N
N
N
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.580000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0258
3885000.00
3885000.00
0.0000
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602USL5
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
Royal Bank of Canada
1.0000
N
0.0247
97865413.66
97865413.66
0.0011
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UUF5
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
Royal Bank of Canada
1.0000
N
0.0250
74603533.50
74603533.50
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.600000%
89114MB63
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-10-15
2019-10-15
2019-10-15
N
N
N
0.0254
527133589.23
527133589.23
0.0057
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.787400%
89114MKB2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-05-22
2019-07-22
2019-07-22
N
N
N
0.0257
503239106.08
503239106.08
0.0054
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.785100%
89114MNR4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-06-03
2019-09-03
2019-09-03
N
N
N
0.0257
285166266.15
285166266.15
0.0031
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.760000%
89114MST5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0244
140011715.20
140011715.20
0.0015
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.780000%
89114MSY4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-07-15
2019-07-15
2019-07-15
N
N
N
0.0251
196102674.60
196102674.60
0.0021
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.880000%
89114MTF4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-16
2020-01-16
2020-01-16
N
N
N
0.0257
30061194.60
30061194.60
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.880000%
89114MTH0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-16
2020-01-16
2020-01-16
N
N
N
0.0257
50101991.00
50101991.00
0.0005
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610000%
89114MVS3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0253
269067691.16
269067691.16
0.0029
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610000%
89114MVY0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0253
204051605.88
204051605.88
0.0022
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.560000%
89114MXM4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0250
98407520.71
98407520.71
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.620000%
89114MXT9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-23
2019-09-23
2019-09-23
N
N
N
0.0253
83026012.20
83026012.20
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.560000%
89114MYY7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0251
110009009.00
110009009.00
0.0012
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.827400%
89120DKX6
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-05-23
2019-08-23
2019-08-23
N
N
N
0.0256
56046504.08
56046504.08
0.0006
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.781500%
89120DLW7
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-06-24
2019-09-24
2019-09-24
N
N
N
0.0255
153122713.65
153122713.65
0.0016
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.594000%
89120DLZ0
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-05-13
2019-10-11
2019-10-11
N
N
N
0.0259
94001487.08
94001487.08
0.0010
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QS76
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Total SA
1.0000
N
0.0245
663684321.12
663684321.12
0.0071
N
N
Y
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.657600%
89232BBB3
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-06-06
2019-11-22
2019-11-22
N
N
N
0.0258
79019518.53
79019518.53
0.0009
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.657600%
89232BBC1
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-06-06
2019-11-14
2019-11-14
N
N
N
0.0258
48111467.04
48111467.04
0.0005
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.640900%
89233AJ42
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0243
250029970.00
250029970.00
0.0027
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.654500%
89233AJ75
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-05-02
2019-06-28
2019-06-28
N
N
N
0.0249
175044551.50
175044551.50
0.0019
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.653400%
89233AJ83
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-05-03
2019-06-27
2019-06-27
N
N
N
0.0248
295074832.65
295074832.65
0.0032
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.719800%
89233AN54
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-07-02
2019-09-27
2019-09-27
N
N
N
0.0254
150094141.50
150094141.50
0.0016
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233FWD6
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2019-09-13
2019-09-13
2019-09-13
N
N
N
0.0250
48537962.83
48537962.83
0.0005
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.696300%
89233LBT1
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2019-05-28
2019-11-22
2019-11-22
N
N
N
0.0258
85020934.65
85020934.65
0.0009
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.727800%
89237BBB8
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-05-13
2019-11-08
2019-11-08
N
N
N
0.0258
184023493.12
184023493.12
0.0020
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.752600%
90276JFV3
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0242
175020613.25
175020613.25
0.0019
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.718500%
90276JFY7
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0256
25002917.75
25002917.75
0.0003
N
N
N
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.622600%
90333VYD6
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0242
400028376.00
400028376.00
0.0043
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS18
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
Natixis SA
1.0000
N
0.0245
35997552.00
35997552.00
0.0004
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS26
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
Natixis SA
1.0000
N
0.0245
46993605.18
46993605.18
0.0005
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS67
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Natixis SA
1.0000
N
0.0245
127947648.00
127947648.00
0.0014
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS75
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Natixis SA
1.0000
N
0.0246
21989498.08
21989498.08
0.0002
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MSA8
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
Natixis SA
1.0000
N
0.0246
24982923.50
24982923.50
0.0003
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT33
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Natixis SA
1.0000
N
0.0249
21948263.26
21948263.26
0.0002
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT41
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Natixis SA
1.0000
N
0.0249
42895820.46
42895820.46
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT58
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Natixis SA
1.0000
N
0.0249
46882829.00
46882829.00
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MU15
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Natixis SA
1.0000
N
0.0253
89259683.62
89259683.62
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LSU5
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
MUFG BANK LTD
1.0000
N
0.0248
139729738.40
139729738.40
0.0015
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LSW1
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-05-30
2019-05-30
2019-05-30
N
Y
MUFG BANK LTD
1.0000
N
0.0249
54886104.35
54886104.35
0.0006
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LTB6
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-06-11
2019-06-11
2019-06-11
N
Y
MUFG BANK LTD
1.0000
N
0.0250
174489379.75
174489379.75
0.0019
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LTH3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
MUFG BANK LTD
1.0000
N
0.0251
39866186.80
39866186.80
0.0004
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LU24
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
Y
MUFG BANK LTD
1.0000
N
0.0253
90597256.75
90597256.75
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LUK4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
MUFG BANK LTD
1.0000
N
0.0255
99432889.00
99432889.00
0.0011
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.777400%
F8SB4JFBSYQFRQEH3Z21
0000833029
934KVW003
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0243
149528405.00
149528405.00
0.0016
N
N
N
N
DNB BANK ASA (LONDON BRANCH)
DNB BANK ASA (LONDON BRANCH) 2.614000%
549300GKFG0RYRRQ1414
0001498632
934MCA008
Certificate of Deposit
Y
2019-07-10
2019-07-10
2019-07-10
N
N
N
0.0255
314042390.00
314042390.00
0.0034
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.580000%
529900HNOAA1KXQJUQ27
0001694217
934MHQ008
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0246
147016613.94
147016613.94
0.0016
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.650000%
529900HNOAA1KXQJUQ27
0001694217
934PLW003
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0246
306011227.14
306011227.14
0.0033
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.582000%
MSFSBD3QN1GSN7Q6C537
0000008565
934PPH002
Certificate of Deposit
Y
2019-05-13
2019-08-12
2019-08-12
N
N
N
0.0255
229023816.00
229023816.00
0.0025
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.820000%
94989R2A5
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0238
175001995.00
175001995.00
0.0019
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.778500%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-29
2019-06-03
2019-06-03
N
N
N
0.0240
200068326.00
200068326.00
0.0022
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.786800%
94989R2Z0
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-07-15
2019-08-13
2019-08-13
N
N
N
0.0249
85066530.35
85066530.35
0.0009
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.779800%
94989R4B1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-07-02
2019-10-02
2019-10-02
N
N
N
0.0249
750823005.00
750823005.00
0.0081
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.717000%
94989R5H7
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-13
2019-11-12
2019-11-12
N
N
N
0.0258
290022234.30
290022234.30
0.0031
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.690000%
94989R5L8
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-11-13
2019-11-13
2019-11-13
N
N
N
0.0251
175154672.00
175154672.00
0.0019
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.636600%
94989R6A1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-10
2019-12-09
2019-12-09
N
N
N
0.0258
430062031.80
430062031.80
0.0046
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.665300%
94989R6J2
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-18
2019-12-18
2019-12-18
N
N
N
0.0258
298063390.56
298063390.56
0.0032
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.629800%
94989R6W3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0258
270043337.70
270043337.70
0.0029
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.682600%
94989RX86
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-15
2019-07-15
2019-07-15
N
N
N
0.0254
220068769.80
220068769.80
0.0024
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.707400%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-16
2019-07-16
2019-07-16
N
N
N
0.0254
287102694.34
287102694.34
0.0031
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.611100%
95001KAC8
KB1H1DSPRFMYMCUFXT09
US95001KAC80
0000740906
Certificate of Deposit
Y
2019-07-24
2020-01-24
2020-01-24
N
N
N
0.0259
60106386.83
60106386.83
0.0006
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.757400%
96130AAV0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0243
76013598.68
76013598.68
0.0008
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.570000%
F8SB4JFBSYQFRQEH3Z21
0000833029
964DED904
Certificate of Deposit
Y
2019-10-03
2019-10-03
2019-10-03
N
N
N
0.0254
462059634.96
462059634.96
0.0050
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.602400%
F8SB4JFBSYQFRQEH3Z21
0000833029
965YMF002
Certificate of Deposit
Y
2019-07-29
2019-10-28
2019-10-28
N
N
N
0.0258
95011590.00
95011590.00
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.646300%
MSFSBD3QN1GSN7Q6C537
0000008565
965YPF009
Certificate of Deposit
Y
2019-05-28
2019-11-26
2019-11-26
N
N
N
0.0263
200016200.00
200016200.00
0.0022
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 2.550000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0255
21375000.00
21375000.00
0.0002
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JD3L6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
INDYMAC HEQ MTG LN TR 2006-H1 A 20360425 FLT
2036-04-25
2.646630
94434000.00
3884261.21
Asset-Backed Securities
CSFB HEQ MTG TR 2005-5 A-2A 20360425 FLT
2036-04-25
3.176630
8930000.00
2358840.03
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2015-1 A 20210115 2.3
2021-01-15
2.340000
3000000.00
138366.82
Asset-Backed Securities
GALLATIN CLO IX 2018 1 LTD
2028-01-21
9.901500
8082500.00
7907888.36
Asset-Backed Securities
CWABS INC 2004-5 M-1 20340825 FLT
2034-08-25
3.331630
1800000.00
404204.86
Asset-Backed Securities
CWHEQ HEQ LN TR 2006-S1 A-3 20210825 FLT
2021-08-25
5.597000
33972000.00
2752490.08
Asset-Backed Securities
ANCHORAGE CAPITAL LTD 2015-6R E-R 20300715 FLT
54930064GO7DB3TVDY21
2030-07-15
8.946750
3000000.00
2944343.44
Asset-Backed Securities
ANCHORAGE CAP CLO 5-R 2018-5-R E 20300115 FLT
549300687XYK5L55VX28
2030-01-15
7.996750
5000000.00
4648759.90
Asset-Backed Securities
ALLEGRO CLO IV LTD
2029-01-15
9.746750
11500000.00
11518055.00
Asset-Backed Securities
MIDOCEAN CREDIT CLO I 2013-1RR D-RR 20240116 FLT
2024-01-16
7.746750
1000000.00
907046.81
Asset-Backed Securities
TRINITAS CLO III LTD
635400H7DQSMY271KC88
2027-07-15
9.096750
1100000.00
997931.34
Asset-Backed Securities
VENTURE VII CDO LTD 2006-7 E 20220120 FLT
549300I8NEAP4Z7LMO51
2022-01-20
5.991500
682000.00
677349.75
Asset-Backed Securities
BALLANTYNE RE PLC 2006-1 B-1 20360502 FLT
635400SIJGV4YAWB4S58
2036-05-02
7.512440
3000000.00
360126.03
Asset-Backed Securities
ASSURANT CLO 2018-2 E 20310421 FLT
6354003JXBM4LA5YCP98
2031-04-21
8.191500
3250000.00
3005113.58
Asset-Backed Securities
BLUEMOUNTAIN CLO 2018-3 F 20301025 FLT
2030-10-25
10.590200
2000000.00
1801201.74
Asset-Backed Securities
ACE SECS HEQ 2006-HE2 M-1 20360525 FLT
2036-05-25
2.776630
20000000.00
2878150.97
Asset-Backed Securities
ADAMS MILL CLO LTD 2014-1 E-1 20260715 FLT
2026-07-15
7.596750
4316000.00
4176659.29
Asset-Backed Securities
ALTLAS SENIOR LOAN FND 2016-7R E-R 20311128 FLT
2031-11-28
9.038630
17000000.00
17055207.99
Asset-Backed Securities
GREYSTONE CRE NT 2018-HC1 A-S 20280915 FLT
2028-09-15
4.622630
278000.00
276425.43
Asset-Backed Securities
ZAIS CLO 5 LTD 2016-5 D 20281016 FLT
5493001XJXUE8BZ0Q137
2028-10-16
9.596750
5000000.00
4925843.23
Asset-Backed Securities
SACO I TRUST 2006-1 A 20350925 FLT
2035-09-25
2.816630
26422976.00
403361.11
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-4 A3-AR7 20380325 FLT
2038-03-25
6.500000
1000000.00
858241.11
Asset-Backed Securities
BENEFIT STREET PART 2015- 7 D 20270719 FLT
549300QK06ZD0H5SH503
2027-07-19
7.950880
524000.00
515972.47
Asset-Backed Securities
CIFC FUNDING LTD 2014-III-R2 F-R2 20311022 FLT
549300KEIUMRD7WX5J42
2031-10-22
10.841500
9000000.00
9036137.00
Asset-Backed Securities
CWABS INC 2005-AB4 2-A-3 20340825 FLT
2034-08-25
2.726630
65000000.00
4600446.60
Asset-Backed Securities
ALM XVII LTD 2016-17R D-R 20280118 FLT
54930081ZGXPKB4CYI89
2028-01-18
7.846750
1900000.00
1826298.01
Asset-Backed Securities
ZAIS CLO 11, LIMITED SUB 20320120 FLT
549300FPW2E2MXLOFH93
2032-01-20
0.00
229090.00
179628.78
Asset-Backed Securities
VOYA CLO 2014-3 LTD`
5493000X4YEVJOIVRG48
2026-07-25
7.980250
6250000.00
5694927.30
Asset-Backed Securities
GSAMP TRUST 2007-HE1 M-1 20370325 FLT
2037-03-25
2.726630
2732000.00
1744738.37
Asset-Backed Securities
CWHEQ HEQ LN TR 2006-S5 A-6 20350625 FLT
2035-06-25
5.750000
8000000.00
511894.21
Asset-Backed Securities
GREYWOLF CLO V LTD
549300RJBZLY8V18YD77
2031-01-25
8.430250
5200000.00
4888004.51
Asset-Backed Securities
AVERY POINT IV CLO 2014-4 E 20260427 FLT
549300RWY6OWBAXCT467
2026-04-27
7.180250
7500000.00
6927729.43
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
5.422630
23250000.00
23447844.23
Asset-Backed Securities
MARLETTE FDG TR 2017-3 C 20241216 4.0
54930083FUKNQ9ZNFO83
2024-12-16
4.010000
3348000.00
3363383.50
Asset-Backed Securities
MASTR ASSET BKD SECS 2005-OPT1 M-5 20350325 FLT
2035-03-25
3.376630
6832000.00
2211628.30
Asset-Backed Securities
IVYH 9A ER
2030-01-18
10.321500
9600000.00
9415619.20
Asset-Backed Securities
GALL 2017-1A D
549300IWFO7P0795SI73
2027-07-15
9.670880
10000000.00
9164836.27
Asset-Backed Securities
HALCYON LN ADV FDG 2015-3 D 20271018 FLT
549300Q8TB5ELPAK8181
2027-10-18
8.550880
8300544.00
8015671.77
Asset-Backed Securities
HUNT CRE 2018-FL2 LTD B 20280817 FLT
2028-08-17
4.122630
800000.00
742668.61
Asset-Backed Securities
TELOS CLO 2014-6 LTD
549300S94NIRW4K03T89
2027-01-17
7.588000
3053000.00
2892443.07
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-1RR F 20310718 FLT
549300AMLFWC1VCUN251
2031-07-18
11.130900
3700000.00
3764443.99
Asset-Backed Securities
TOWD PT MTG TR 2017-2 B2 20570425 FLT
2057-04-25
4.175300
29228864.00
28985092.45
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B4 20571025 FLT
2057-10-25
3.555570
9324000.00
7359282.42
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B3 20580325 FLT
2058-03-25
3.775470
8533000.00
7961889.47
Asset-Backed Securities
TRALEE CLO III LTD 2014-3R E-R 20271020 FLT
5493005N95XEN3CRVT47
2027-10-20
8.991500
548000.00
545680.92
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-9 B 20291025 FLT
549300MTK92VF84VT259
2029-10-25
4.830250
16619000.00
17007018.22
Asset-Backed Securities
TICP CLO IX LTD
549300T5OQR4UD880D68
2031-01-20
8.191500
5000000.00
4630101.67
Asset-Backed Securities
TICP CLO XI LTD
2031-10-20
8.591500
4000000.00
3788716.89
Asset-Backed Securities
TABERNA PREF FDG III 2005-3 A-2B 20360205 FLT
U03UUQ0VYFBPHFC9G558
2036-02-05
3.252630
8165000.00
5695818.03
Asset-Backed Securities
POLICY COMM TR 2017-1 CERT 20370827 FLT
2037-08-27
3.227400
52804000.00
7595299.80
Asset-Backed Securities
PROVIDENT HM EQ LN TR 2000-1 A-2 20300325 FLT
2030-03-25
2.736630
108850000.00
1948983.83
Asset-Backed Securities
RR 1 LTD
2029-07-15
9.096750
15720000.00
15672844.92
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
549300QC8FKRDIYTGY61
2021-01-25
2.680250
89326000.00
63171318.34
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-3 A-3 20211025 FLT
549300OORAXMFXOHG132
2021-10-25
3.580250
5000000.00
2660341.27
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-3 A3-AR7 20380325 FLT
2038-03-25
6.500000
1000000.00
889887.22
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
2027-03-20
10.382600
3460000.00
3465142.45
Asset-Backed Securities
OCTAGON INVT PARTNERS 39 LTD
2030-10-21
10.591500
2815000.00
2633133.17
Asset-Backed Securities
OAKWOOD MTG INVESTORS 2001-E A-2 20191115 5.0
2019-11-15
5.050000
31275000.00
4072302.17
Asset-Backed Securities
ALM 2015-12A ER2
25490069XJXEQGFCG629
2027-04-16
8.946750
3500000.00
3331432.34
Asset-Backed Securities
MIDOCEAN CRT CLO VIII 2018-8 F 20310220 FLT
549300T32RO3I7BJ4V26
2031-02-20
10.303600
1685000.00
1513020.20
Asset-Backed Securities
MORGAN STANLEY CAP 2006-NC5 A-2B 20361025 FLT
2036-10-25
2.586630
2077720.00
305698.70
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE1 II-M-1 20370125 FLT
2037-01-25
2.746630
21345000.00
11906323.43
Asset-Backed Securities
BENEFIT ST PART CLO XI 2017-11 E 20290416 FLT
2029-04-16
9.796750
511121.00
443884.04
Asset-Backed Securities
BENEFIT ST PRT CLO XIV 2018-14 E 20310421 FLT
5493008E17UEFI73RC63
2031-04-21
7.941500
6500000.00
5922896.06
Asset-Backed Securities
BLUEMOUNTAIN CLO 2015-4R E-R 20300422 FLT
549300EB3KHH9T7ICE44
2030-04-22
8.541500
8500000.00
8060533.94
Asset-Backed Securities
BRISTOW GROUP INC SR SEC 144A NT23
5OR64DV4VUQ8NW3R8C06
2023-03-01
8.750000
114998.00
97672.43
Corporate Debt Securities
CWALT INC 2007-15CB A-7 20370725 6.0
2037-07-25
6.000000
11909000.00
1249511.80
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2005-B 3-M-1 20350420 FLT
2035-04-20
3.162380
3000000.00
2937430.32
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2018-B2 E 20510310 3.2
2051-03-10
3.250000
9363000.00
6756776.70
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-500K E 20320715 FLT
2032-07-15
3.972630
57000.00
57076.45
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY F 20330118 FLT
2033-01-18
6.322630
35000000.00
34921265.02
Private Label Collateralized Mortgage Obligations
ATRIUM HOTEL PORT TR 2017-ATRM E 20361215 FLT
2036-12-15
5.522630
6887000.00
6952399.61
Private Label Collateralized Mortgage Obligations
ATRIUM HOTEL PORT TR 2017-ATRM F 20361215 FLT
2036-12-15
6.672630
188250.00
186475.23
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-6CB 2-A-1 20360525 FLT
2036-05-25
3.176630
38378000.00
4088759.47
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-44 1-A-2B 20351025 FLT
2035-10-25
3.436630
7049750.00
899482.18
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR13 A-1B2 20451025 FLT
2045-10-25
2.906630
9517840.00
2466152.11
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2005-1 D 20421110 FLT
549300KC4TL4CE0SHX51
2042-11-10
5.687330
6269500.00
173915.69
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2007-1 A-J 20490115 FLT
2049-01-15
5.523000
9096300.00
2600005.28
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2007-3 F 20490610 FLT
2049-06-10
5.850520
8500000.00
4833047.92
Private Label Collateralized Mortgage Obligations
BANK 2017-BNK8 E 20501117 2.8
2050-11-17
2.800000
23200000.00
15234202.67
Private Label Collateralized Mortgage Obligations
BBCMS TR 2018-BXH F 20371015 FLT
2037-10-15
5.422630
329540.00
331575.05
Private Label Collateralized Mortgage Obligations
BAYVIEW COML TR 2004-2 M-2 20340825 FLT
2034-08-25
3.656630
5635000.00
267774.66
Private Label Collateralized Mortgage Obligations
MERIT SECS CORP SER 11 B3 14 20320928 FLT
2032-09-28
4.743000
14840000.00
8446385.70
Private Label Collateralized Mortgage Obligations
HILTON USA TRUST 2016-SFP E 20351107 5.5
2035-11-07
5.519100
5000000.00
5110139.70
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR1 A-2A1 20450125 FLT
2045-01-25
3.156630
160690000.00
7834777.21
Private Label Collateralized Mortgage Obligations
LEHMAN MTG TR 2006-4 2-A1 20360825 FLT
2036-08-25
2.876630
19598000.00
1529588.53
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-3 B-4 20480925 FLT
2048-09-25
3.779970
6495000.00
5751810.89
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2005-A8 1-A-1 20351125 FLT
2035-11-25
4.317150
30000000.00
2127301.62
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 E 20531020 FLT
2053-10-20
5.291220
3143000.00
3229066.89
Private Label Collateralized Mortgage Obligations
LCCM MORTGAGE TR 2017-LC26 E 20500712 FLT
2050-07-12
5.002200
338999.00
252930.20
Private Label Collateralized Mortgage Obligations
CHT MTG TR 2017-COSMO E 20361117 FLT
2036-11-17
5.472630
5000000.00
5030161.31
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE24 E 20480812 FLT
2048-08-12
3.272340
3333000.00
2366773.20
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2006-8AR 1-A-5 20360625 FLT
2036-06-25
3.056630
2311000.00
216856.87
Private Label Collateralized Mortgage Obligations
MONARCH BEACH RESORT TR 2018 MBR MZ
2035-07-16
7.432630
56900000.00
57013682.18
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C20 B 20480218 4.1
2048-02-18
4.160000
62500.00
64238.02
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET 2006-A9CB A-1 20360925 FLT
2036-09-25
2.846630
1850000.00
216325.85
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET ADJ 2005-6XS M2 20350325 FLT
2035-03-25
3.631630
3000000.00
1414786.34
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2005-C1 J 144A 20400215 FLT
2040-02-15
6.213160
7000000.00
3554762.46
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2005-C7 F 20401119 FLT
2040-11-19
5.350000
7035000.00
4104330.66
Private Label Collateralized Mortgage Obligations
Y
2019-07-29
2019-07-29
2019-08-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0313
497877312.72
497877312.72
0.0054
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.810000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JLH90
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF
2025-02-15
0.00
13702841.00
12545302.22
Asset-Backed Securities
PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF
2025-04-15
7.626510
18987641.00
18274983.62
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 A-5-1 20331025 FLT
2033-10-25
2.856630
3939015.00
2427694.40
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
5.826630
260476.00
270776.85
Asset-Backed Securities
PACIFIC GAS & ELEC CO SR NT 3.85%23
1HNPXZSMMB7HMBMVBS46
2023-11-15
3.850000
4674000.00
4499406.63
Corporate Debt Securities
CSC HLDGS INC SR NT 6.75%21
3HG2WD2W22M120IUNG49
2021-11-15
6.750000
24593000.00
27044614.69
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 7.75%21
54930027UF5LR7S2XC75
2021-06-01
7.750000
8091000.00
7945980.06
Corporate Debt Securities
TALOS PRODTN LLC/TALOS PROD FI SR SEC GLBL NT22
2022-04-03
11.000000
6207833.00
6616515.34
Corporate Debt Securities
STENA INTL SA SR SEC 144A NT24
213800A4LTGG4W55QP46
2024-03-01
5.750000
9309000.00
9163999.39
Corporate Debt Securities
TRANSOCEAN INC 7.25%25
DOL4HJ22ADYSIWES4H94
2025-11-01
7.250000
772274.00
790738.86
Corporate Debt Securities
UBER TECHNOLOGIES INC 8%26
2026-11-01
8.000000
1654678.00
1826212.95
Corporate Debt Securities
ADVANCED MICRO DEVICES INC SR NT 7.5%22
R2I72C950HOYXII45366
2022-08-15
7.500000
24069000.00
27273185.62
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2049-12-29
7.750000
28795807.00
29938640.59
Corporate Debt Securities
INMARSAT FIN PLC SR GLBL 144A 22
549300FCV5VH7Q5A3B66
2022-05-15
4.875000
30125000.00
31099355.44
Corporate Debt Securities
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.483510
12639818.00
7659735.26
Private Label Collateralized Mortgage Obligations
Y
2019-06-04
2019-06-04
2019-06-20
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0298
161760901.03
161760901.03
0.0017
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JMNF7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
OCTAGON INV PTNRS XVI 2013-16R F-R 20300717 FLT
2030-07-17
10.298000
4000000.00
3598794.89
Asset-Backed Securities
KAYNE CLO III 2019-3 E 20320415 FLT
2032-04-15
9.451030
11400000.00
11356980.00
Asset-Backed Securities
MADISON PARK FDNG 2018-31 E 20310123 FLT
2031-01-23
8.191500
3750000.00
3428312.97
Asset-Backed Securities
MASTR 2ND LIEN TRUST 2006-1 A 20360325 FLT
2036-03-25
2.796630
105641000.00
2977124.36
Asset-Backed Securities
RESIDENTIAL ASSET SEC 2004-RS1 M-II-2 20340125 FLT
2034-01-25
4.651630
26828000.00
1646274.62
Asset-Backed Securities
CBA COML ASSETS 2005-1 X-2 20350725 FLT
2035-07-25
4.248000
174193408.00
1721344.98
Asset-Backed Securities
ARROWPOINT CLO 2014-3 LTD/ARROWPOINT CLO 2014-
2026-10-15
0.00
15500000.00
15685767.50
Asset-Backed Securities
GARRISON BSL CLO LTD 2018-1 F 20280717 FLT
549300JEA0UEC1002Z71
2028-07-17
9.588000
7000000.00
6777423.34
Asset-Backed Securities
BELLEMEADE RE LTD 2019-1 M-2 20290325 FLT
254900K56RF3Z7VQ3U81
2029-03-25
5.183750
2100000.00
2100331.77
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-B 2-A 20360515 FLT
2036-05-15
2.642630
12928000.00
241524.13
Asset-Backed Securities
CPS AUTO RECV TR 2018-D E 20250616 5.8
2025-06-16
5.820000
2850000.00
2972210.85
Asset-Backed Securities
CWABS REVOLVING HEQ 2004-U 2-A 20340315 FLT
2034-03-15
2.742630
66277000.00
966767.70
Asset-Backed Securities
ACCESS FEDERAL ST LN 2007-1 B 20351025 FLT
635400C9RW3TYNTIJP57
2035-10-25
2.780250
8890000.00
4057242.78
Asset-Backed Securities
AMERICAN HOME MTG 2007-SD1 IV-A 20460725 FLT
2046-07-25
3.389880
13470000.00
1569270.90
Asset-Backed Securities
TOWD PT MTG TR 2018-6 B4 20580325 FLT
2058-03-25
0.00
1469000.00
747021.76
Asset-Backed Securities
THL CREDIT WIND RIVER 2014-3K F 20301015 FLT
2030-10-15
0.00
1000000.00
908760.00
Asset-Backed Securities
TOWD PT MTG TR 2018-3 B3 20580525 FLT
2058-05-25
4.121290
1951000.00
1629772.54
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B1 20580325 FLT
2058-03-25
3.775470
2749000.00
2549956.93
Asset-Backed Securities
TPMT 2018-2 M1
549300EPS8RK4A7ELE62
2058-03-25
6.546750
8250000.00
7660519.45
Asset-Backed Securities
ACCESS FEDERAL ST LN 2007-1 A-4 20230125 FLT
635400C9RW3TYNTIJP57
2023-01-25
2.640250
40070000.00
20588485.09
Asset-Backed Securities
BAMLL 2016-FR15 C
2047-10-26
10.451000
1116250.00
1023767.51
Asset-Backed Securities
ZAIS8 2018-1A E
2029-10-18
10.350900
15967500.00
15658693.24
Asset-Backed Securities
FCBSL 2017-1A D
549300XI7G6FVIEXZ367
2029-10-26
7.846750
2500000.00
2301798.70
Asset-Backed Securities
SHELTER GROWTH CRE 2018-FL1 B 20350116 FLT
2035-01-16
3.972630
4000000.00
3610458.95
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 E 20340919 4.0
2034-09-19
4.011000
28500000.00
28470742.38
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 C 20371118 FLT
2037-11-18
4.772630
43100000.00
43353367.48
Asset-Backed Securities
PREFER TERM SEC XXV 2007-25 A-2 20370622 FLT
2037-06-22
2.960880
5094000.00
3671994.94
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
2.745500
34000000.00
2066651.10
Asset-Backed Securities
NELNET ST LN TR 2005-4 A-4L 20320322 FLT
2032-03-22
2.787000
10200000.00
8884189.44
Asset-Backed Securities
MARLETTE FDG TR 2018-3 B 20280915 3.8
549300ICATMFOKQ20083
2028-09-15
3.860000
8000000.00
8073418.67
Asset-Backed Securities
MS MTG LN TR 2006-14SL A-1 20361125 FLT
2036-11-25
2.796630
149037000.00
6703155.94
Asset-Backed Securities
OCP CLO 2014 5 LTD
254900NXH68CRC058O44
2031-04-26
8.286380
1170000.00
1059295.43
Asset-Backed Securities
ANCHORAGE CAP CLO 4-R 2018-4-R E 20310128 FLT
549300MP4QPQUMB6AD63
2031-01-28
8.082380
8400000.00
7786501.89
Asset-Backed Securities
ANCHORAGE CAP CLO 3-R 2018-3-R E 20310128 FLT
549300V7DN3VJ8H1GE96
2031-01-28
8.082380
4000000.00
3717898.04
Asset-Backed Securities
APEX CR CLO 2018 LTD
2031-04-25
0.00
4000000.00
3613744.00
Asset-Backed Securities
APIDOS CLO XX 2015-20R2 E-R 20310716 FLT
5493008YDOADR1DMZM86
2031-07-16
11.301000
1500000.00
1426312.25
Asset-Backed Securities
ARES XXIX CLO 2014-29 D 20260417 FLT
549300BCHSM41VYCXI96
2026-04-17
7.388000
4600000.00
4516546.29
Asset-Backed Securities
JPMMT 2016-1 B5
2046-05-25
8.132380
5000000.00
4607479.50
Asset-Backed Securities
IRWIN HOME EQUITY TR 2007-1 IIA-3 20370825 FLT
2037-08-25
6.150000
6000000.00
5512504.33
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-E 1-A 20360715 FLT
2036-07-15
2.612630
107500000.00
5490514.49
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-G 2-A 20361015 FLT
2036-10-15
2.622630
74321000.00
2954738.87
Asset-Backed Securities
CWHEQ HEQ LN TR 2006-S4 A-5 20340725 FLT
2034-07-25
6.236000
13235000.00
5205301.45
Asset-Backed Securities
BNP PARIBAS VR 032118-091919
R0MUWSFPU8MPRO8K5P83
2019-09-19
0.00
931278.00
935748.13
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 3.85%23
1HNPXZSMMB7HMBMVBS46
2023-11-15
3.850000
7571000.00
7288191.61
Corporate Debt Securities
BRISTOW GROUP INC SR NT 6.25%22
5OR64DV4VUQ8NW3R8C06
2022-10-15
6.250000
275000.00
67233.15
Corporate Debt Securities
PINE STR TR I 4.572%29
2029-02-15
4.572000
5000000.00
5093425.00
Corporate Debt Securities
PINE STR TR II 5.568%49
2049-02-15
5.568000
2000000.00
2039133.33
Corporate Debt Securities
CONSORICO TRANSMANTARO SA 4.7%34
549300NL65DC6HVEJX96
2034-04-16
4.700000
50158.00
51064.75
Corporate Debt Securities
HSBC USA INC NEW SR CUR ZRO LKD20
549300LBOHZ4QSIWU288
2020-03-06
0.00
41203.00
39835.06
Corporate Debt Securities
CSFB COML MTG PTC 2007-C2 E 144A 20490115 FLT
2049-01-15
5.819610
5000000.00
4743394.20
Private Label Collateralized Mortgage Obligations
GSR MTG LN TR 2007-1F 2A-2 20370125 5.5
2037-01-25
5.500000
130195200.00
1678729.20
Private Label Collateralized Mortgage Obligations
BBCMS TR 2018-BXH F 20371015 FLT
2037-10-15
5.422630
1552640.00
1562228.22
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2004-UST1 A-3 20331125 FLT
549300R1KUK063S4I339
2033-11-25
4.564960
87140000.00
1552486.59
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-24 4-A-2 20350720 FLT
2035-07-20
2.787380
22615040.00
1035473.88
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-NQM2 B-2 20490425 FLT
2049-04-25
5.684750
329000.00
324738.64
Private Label Collateralized Mortgage Obligations
GS MTG COML 2006-GG8 B 20391114 5.6
2039-11-14
5.662000
2500000.00
672572.64
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR7 A-2A 20360825 FLT
2036-08-25
2.706630
90990000.00
2673886.99
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-2CB 1-A-15 20370325 5.7
2037-03-25
5.750000
3500000.00
509756.16
Private Label Collateralized Mortgage Obligations
AMER HOMES 4 RENT TR 2014-SFR2 E 20361017 6.2
2036-10-17
6.231000
260000.00
284247.62
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ALT LN 2007-3 A-4 20370725 FLT
2037-07-25
2.706630
25251500.00
3013971.73
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 D 20531020 FLT
2053-10-20
5.291220
2514000.00
2615026.79
Private Label Collateralized Mortgage Obligations
DBJPM MTG TR 2016-C1 E 20490512 3.2
2049-05-12
3.250000
11820000.00
8716452.81
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2005-F 1-A-1 20350920 FLT
2035-09-20
2.797380
60000000.00
4540634.33
Private Label Collateralized Mortgage Obligations
CWMBS INC 2004-5 M 20340625 5.5
2034-06-25
5.500000
5438000.00
1766167.49
Private Label Collateralized Mortgage Obligations
GREENWICH CAP CMBS 2006-GG7 A-M 20380710 FLT
2038-07-10
5.855200
61245.00
16132.09
Private Label Collateralized Mortgage Obligations
CD 2007-CD4 MTG TRUST A-J 20491211 FLT
5493006ZXL5DGZK5G872
2049-12-11
5.398000
4999980.00
86956.65
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2007-4 1-A-36 20370525 FLT
2037-05-25
2.776630
17691000.00
940804.02
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE26 G 20481013 3.2
2048-10-13
3.250000
28636000.00
15874812.05
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-WIN2 B-5 20441025 FLT
2044-10-25
3.987880
872979.00
670554.05
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-USA F 20370917 4.3
549300818AKCJ4Q9TD76
2037-09-17
4.373300
100000.00
87420.22
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-15CB A-5 20370725 5.7
2037-07-25
5.750000
2184000.00
364361.20
Private Label Collateralized Mortgage Obligations
Y
2019-07-29
2019-07-29
2019-09-23
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0311
287872113.60
287872113.60
0.0031
N
N
N
Y
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.440000%
549300QJJX6CVVUXLE15
0001317808
ARP0JSDS7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
3.088000
4000.00
3895.69
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
37125364.00
36486545.92
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
91149902.00
74559686.00
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1000.00
943.09
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1000.00
748.87
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
246537736.00
249683365.53
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-12-15
2.625000
468300.00
477065.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-30
1.750000
15800.00
15775.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
200.00
211.54
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-15
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0244
350000000.00
350000000.00
0.0038
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.810000%
8NAV47T0Y26Q87Y0QP81
0000065106
ARP0JST43
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VERTICAL CDO 2003-1 LTD
2040-03-03
3.551130
24000000.00
89983.26
Asset-Backed Securities
FIRST NLC TRUST 2005-1 M-7 20350525 FLT
2035-05-25
2.671860
6000000.00
198.51
Asset-Backed Securities
FBR SEC TRUST 2005-3 M-5 20351025 FLT
2035-10-25
3.436630
2000000.00
974.62
Asset-Backed Securities
FIELDSTONE MTG INV 2006-2 M8 20360725 FLT
2036-07-25
0.00
2300000.00
23.00
Asset-Backed Securities
FIELDSTONE MTG INV 2005-1 M8 20350325 FLT
2035-03-25
4.501630
2800000.00
728.25
Asset-Backed Securities
FIELDSTONE MTG INV 2006-S1 M2 20370125 FLT
2037-01-25
3.026630
10680000.00
1902.60
Asset-Backed Securities
FIELDSTONE MTG INV 2006-S1 M3 20370125 FLT
2037-01-25
3.096630
4078000.00
742.34
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF9 II-A-3 20360625 FLT
2036-06-25
2.636630
1950000.00
711307.71
Asset-Backed Securities
ESP FUNDING I LTD 2006-1 A-1T2 20461005 FLT
4E1M8IBG6PMMVWPP8B82
2046-10-05
2.707130
22320000.00
44192.52
Asset-Backed Securities
EULER ABS CDO I LTD EULER ABS CDO
2050-07-14
3.058630
18000000.00
24739.73
Asset-Backed Securities
FFMLT LTD 2005-FF11-N N1 20351125 6.5
2035-11-25
6.500000
8635000.00
659.31
Asset-Backed Securities
MILLERTON ABS CDO 2004 B 144A 20391204 FLT
549300LIM4STKESH2R64
2039-12-04
3.415130
13285000.00
303063.05
Asset-Backed Securities
MVW OWNER TR 2017-1 C 20341220 2.9
2034-12-20
2.990000
165000.00
97734.43
Asset-Backed Securities
FIRST FRANKLIN MTG 2004-FF8 M-4 20341025 FLT
2034-10-25
4.082630
7300000.00
425868.10
Asset-Backed Securities
FIRST FRANKLIN MTG 2004-FFC B-3 20350625 FLT
2035-06-25
6.226630
3037000.00
201297.05
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-B A4 20261225 FLT
2026-12-25
2.896630
4901974.00
70039.03
Asset-Backed Securities
MASTR CI-10 NIM 2005-HE1 N1 20350526 4.7
2035-05-26
4.750000
1000000.00
24.98
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE2 II-2A 20370225 FLT
2037-02-25
2.616630
3200000.00
827368.45
Asset-Backed Securities
BELLE HAVEN ABS CDO A-2 20460705 FLT
549300Z8FBYUKQ6EQ345
2046-07-05
3.047750
61760000.00
270909.81
Asset-Backed Securities
BELLE HAVEN ABS CDO B 20460705 FLT
549300Z8FBYUKQ6EQ345
2046-07-05
3.147750
5000000.00
11429.69
Asset-Backed Securities
BEAR STEARNS ASSET BK 2004-HE1 M-6 20340225 FLT
2034-02-25
5.825380
1500000.00
96444.71
Asset-Backed Securities
STRUCTURED ASSET INV 2003-BC9 M2 20330825 FLT
2033-08-25
5.101630
46347000.00
589845.38
Asset-Backed Securities
STRUCTURED ASSET INV 2004-8 M9 20340925 FLT
2034-09-25
6.226630
3760000.00
711490.40
Asset-Backed Securities
STRUCTURED ASSET INV 2005-7 M4 20350825 FLT
2035-08-25
3.451630
476000.00
636.42
Asset-Backed Securities
STRUCTURED ASSET SEC 2003-AL1 AIO 14 20310425 3.3
2031-04-25
3.356500
32055769.00
29484.37
Asset-Backed Securities
SLC STUDENT LN TR 2004-1 B 20310815 FLT
2031-08-15
2.973750
100000.00
34846.17
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 B 20420127 FLT
5493006Z6MTP02OKOJ80
2042-01-27
2.800250
487000.00
256999.48
Asset-Backed Securities
SAIL NIM 2006-4 A 20360727 6.7
2036-07-27
6.750000
12000000.00
4547.23
Asset-Backed Securities
SASCO ARC 2003-12 A 20331127 7.3
2033-11-27
7.350000
5000000.00
27.74
Asset-Backed Securities
SAXON ASSET SEC CO 2003-1 BV 20330625 FLT
2033-06-25
4.629500
4000000.00
155033.49
Asset-Backed Securities
SASCO ARC SAIL NIM 2005-5 A 20350627 5.5
2035-06-27
5.500000
1000000.00
63.55
Asset-Backed Securities
RENAISSANCE HEQ 2006-4 N 20370125 7.1
2037-01-25
7.142000
5000000.00
1243.24
Asset-Backed Securities
MKP CDO IV LTD
2040-07-12
3.103500
10000000.00
169307.50
Asset-Backed Securities
RENAISSANCE HEQ 2007-2 N 144A 20370625 0.0
2037-06-25
8.353000
2475000.00
1241.78
Asset-Backed Securities
RENAISSANCE HEQ 2006-3 N-1 20361125 FLT
2036-11-25
6.414000
10000000.00
2011.60
Asset-Backed Securities
RASC SERIES TRUST 2006-KS3 M-1 20360425 FLT
2036-04-25
2.806630
340000.00
337855.59
Asset-Backed Securities
RIVERVIEW HECM TR 2007-1 X 20470525 FLT
54930015WUX59FYEOL81
2047-05-25
0.761750
1602000.00
5267.26
Asset-Backed Securities
RESIDENTIAL ASSET 2005-EMX4 M-5 20351125 FLT
2035-11-25
3.436630
3472000.00
299486.48
Asset-Backed Securities
RBSSP RESECURITIZATION TR 2012 1
2035-12-27
4.228540
100000.00
53714.10
Asset-Backed Securities
RFC CDO III LTD 2006-3 D 20401215 FLT
5493006N2YY521QKSP51
2040-12-15
5.131220
2000000.00
10608.71
Asset-Backed Securities
MORGAN STANLEY ABS 2007-NC2 A-2A 20370225 FLT
2037-02-25
2.586630
13624196.00
162448.24
Asset-Backed Securities
MORGAN STANLEY CAP 2004-NC8 M-1 20340925 FLT
2034-09-25
3.391630
385000.00
236484.57
Asset-Backed Securities
MORGAN STANLEY CAP I 2005-HE1 B-3 20341225 FLT
2034-12-25
6.001630
3634000.00
540761.40
Asset-Backed Securities
MS HEQ LN TR 2005-1 M-5 20341225 FLT
2034-12-25
3.601630
750000.00
675962.32
Asset-Backed Securities
MORGAN STANLEY CAP 2005-NC1 B-3 20350125 FLT
2035-01-25
5.476630
250000.00
4807.35
Asset-Backed Securities
MORGAN STANLEY CAP 2004-WMC2 M-1 20340725 FLT
2034-07-25
3.391630
3000000.00
727165.24
Asset-Backed Securities
MONROE HARBOR CDO 2005-1 LTD
2040-12-05
2.927130
5000000.00
722257.10
Asset-Backed Securities
MONTAUK PT CDO LTD 2006-1 C 20421006 FLT
549300MLKGLRDNIGTC32
2042-10-06
3.044610
10000000.00
19152.93
Asset-Backed Securities
MORGAN STANLEY CAP 2004-NC3 M-2 20340325 FLT
2034-03-25
4.126630
9000000.00
212903.53
Asset-Backed Securities
MORGAN STANLEY CAP 2004-HE7 B-3 20340825 FLT
2034-08-25
7.726630
2900000.00
480793.60
Asset-Backed Securities
MORGAN STANLEY CAP 2004-HE8 B-1 20340925 FLT
2034-09-25
5.176630
7096774.00
397592.46
Asset-Backed Securities
MORGAN STANLEY CAP 2004-HE8 B-3 20340925 FLT
2034-09-25
7.276630
2500000.00
291973.29
Asset-Backed Securities
MERRILL MTG INVESTORS NIM 2005 N1 20360525 4.5
2036-05-25
4.500000
19380000.00
9003.96
Asset-Backed Securities
ML MTG INVESTORS NIM 2005-WMC2 N1 20360425 4.5
2036-04-25
4.500000
11975000.00
4370.90
Asset-Backed Securities
ML MTG INV NIM 2005-OWN5 N1 20361025 5.5
2036-10-25
5.500000
10925000.00
959.80
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-1 M-8 20360425 FLT
2036-04-25
2.443440
3500000.00
510.11
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-1 M-9 20360425 FLT
2036-04-25
2.443440
3538000.00
1236.06
Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-7 20370225 FLT
2037-02-25
3.326630
2000000.00
944.06
Asset-Backed Securities
ASSET BACKED FDG 2005-WF1 M-9 20340225 FLT
2034-02-25
5.026630
2923000.00
719046.90
Asset-Backed Securities
ASSET BCKD FDG NIM 2005-OPT1 N2 144 20350926 6.0
2035-09-26
6.000000
1570000.00
323.97
Asset-Backed Securities
ASSET BACKED FDG NIM 2005-WMC1 N2 20350726 6.0
2035-07-26
6.000000
2600000.00
1759.33
Asset-Backed Securities
ANSONIA CDO 2006-1 C 144A 20460728 5.9
5493000YY0U5X4U03X89
2046-07-28
5.961000
10000000.00
48029.17
Asset-Backed Securities
ARGENT SECS INC 2004-W1 M-5 20340325 FLT
2034-03-25
4.237220
2000000.00
121159.67
Asset-Backed Securities
ARGENT SECS INC 2004-W6 M-5 20340425 FLT
2034-04-25
5.251630
2500000.00
284207.20
Asset-Backed Securities
ABS CORP HEQ 2005-HE2 M4 20350225 FLT
2035-02-25
3.706630
2500000.00
456387.85
Asset-Backed Securities
ASSET BACKED FDG 2002-WF2 A-2 20320525 FLT
2032-05-25
3.601630
81993000.00
757229.38
Asset-Backed Securities
ASSET BACKED FDG 2004-FF1 M-2 20340125 FLT
2034-01-25
4.651630
2250000.00
15894.36
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR3 E 20361218 6.4
2036-12-18
6.418000
100000.00
110485.86
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R4 M-8 20350625 FLT
2035-06-25
4.426630
1500000.00
26921.37
Asset-Backed Securities
ANDERSON MEZZ FDG 2007-1 C 20420712 FLT
549300N7LNWQZ80FTU84
2042-07-12
7.982000
10000000.00
83376.79
Asset-Backed Securities
ANSONIA CDO 2006-1 B 144A 20460728 5.8
5493000YY0U5X4U03X89
2046-07-28
5.812000
14000000.00
797746.44
Asset-Backed Securities
ALTIUS FUNDING LTD 2006-3 A2 144 20411202 FLT
549300IE4JXAJ646AY97
2041-12-02
2.874500
33480744.00
782909.53
Asset-Backed Securities
ALTIUS FUNDING LTD 2006-3 B 144A 20411202 FLT
549300IE4JXAJ646AY97
2041-12-02
3.014500
5000000.00
575499.03
Asset-Backed Securities
ACE SECS HEQ 2006-SD2 M-2 20451225 FLT
2045-12-25
3.826630
3620000.00
25147.03
Asset-Backed Securities
C-BASS CBO XIX 2007-19 A-2 20471007 FLT
54930094XNV6HLQUTZ27
2047-10-07
3.425000
10000000.00
24784.72
Asset-Backed Securities
C-BASS CBO IV 2002 D-1 20320610 FLT
549300ZQF8AIGSYNK272
2032-06-10
3.655390
3000000.00
408767.01
Asset-Backed Securities
BELLEMEADE RE LTD 2019-1 M-1B 20290325 FLT
254900K56RF3Z7VQ3U81
2029-03-25
4.233750
180000.00
180302.08
Asset-Backed Securities
BERNOULLI CDO I 2006-1 D 20420705 FLT
549300DHAFFV3C8CQA32
2042-07-05
6.097750
15000000.00
103996.08
Asset-Backed Securities
BERNOULLI CDO I 2006-1 C 20420705 FLT
549300DHAFFV3C8CQA32
2042-07-05
4.147750
15000000.00
57359.56
Asset-Backed Securities
BLACKBIRD CAP AIR LS 2016-1 B 20411216 FLT
2041-12-16
5.682000
500000.00
446191.15
Asset-Backed Securities
BROOKVILLE CDO I LTD 2007-1 A-3 20500710 FLT
549300PBXEG0WKW47081
2050-07-10
1.594110
25000000.00
24640.42
Asset-Backed Securities
ALESCO PREF FDG XIII 2006-13 D2 144 20370923 FLT
UQS84BSJ2YT0DCD5VU78
2037-09-23
5.351500
3000000.00
27626.08
Asset-Backed Securities
ALLIANCE BANCORP TR 2007-S1 A-3 20370525 FLT
2037-05-25
8.060000
4504000.00
192180.50
Asset-Backed Securities
FORTIUS I FDG 2006-1 B 20410712 FLT
549300RD4RO9XEMFDL93
2041-07-12
3.062000
7263269.00
27302.18
Asset-Backed Securities
MASTR CI-9 NIM 2005-WMC1 N1 20350326 4.9
2035-03-26
4.940000
300000.00
0.23
Asset-Backed Securities
MERITAGE MTG LN TR 2005-2 M-4 20351125 FLT
2035-11-25
3.451630
4000000.00
624342.61
Asset-Backed Securities
BEAR STEARNS ASSET BK 2004-HE1 M-1 20340225 FLT
2034-02-25
3.451630
2500000.00
363480.49
Asset-Backed Securities
KOITERE FD TR 2017-RT4 B4 20570728 FLT
2057-07-28
4.950000
325500.00
335571.95
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-RT6 B3 20571028 FLT
2057-10-28
4.250000
459550.00
475165.56
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-RT6 B3-IOA 20571028 FLT
2057-10-28
1.950000
9191000.00
769639.02
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-RT6 B3-IOB 20571028 FLT
2057-10-28
0.00
9191000.00
497141.19
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-RT6 B4 20571028 FLT
2057-10-28
4.950000
519100.00
515429.96
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RT5 B3 20690528 FLT
2069-05-28
4.040000
686450.00
705507.53
Asset-Backed Securities
BAYVIEW COML TR 2006-4 IO 144 20361225 FLT
2036-12-25
0.00
30342000.00
447.58
Asset-Backed Securities
BAYVIEW COML TR 2007-2 IO 20370725 FLT
2037-07-25
0.00
6754000.00
144.84
Asset-Backed Securities
KOITERE FD TR 2017-RT4 B3 20570728 FLT
2057-07-28
4.190000
367300.00
381369.71
Asset-Backed Securities
FFMLT TRUST NIM 2005-FF8-N N1 20350925 6.5
2035-09-25
6.500000
7350000.00
523.67
Asset-Backed Securities
FBR SEC TRUST 2005-2 M-10 20350925 FLT
2035-09-25
5.851630
31420000.00
25850.06
Asset-Backed Securities
FBR SEC TRUST 2005-3 M-4 20351025 FLT
2035-10-25
3.391630
4000000.00
793.70
Asset-Backed Securities
DUNHILL ABS CDO 2004 A-2 20410104 FLT
2041-01-04
3.152380
2750000.00
155895.17
Asset-Backed Securities
DUNHILL ABS CDO 2004 B 20410104 FLT
2041-01-04
3.452380
17383000.00
797836.00
Asset-Backed Securities
PREFER TERM SEC XXI 2006-21 B-2 20380322 FLT
2038-03-22
3.260880
1320000.00
935260.90
Asset-Backed Securities
PREFERRED TERM SEC XXII 2006-2 A-2 20360922 FLT
2036-09-22
3.010880
1000000.00
825794.78
Asset-Backed Securities
PREFER TERM SEC XVIII 2005-18 B 20350923 FLT
2035-09-23
3.360880
550000.00
416029.87
Asset-Backed Securities
PYXIS ABS CDO LTD 2007-1 C 20470306 FLT
5493001SWW12UYUE3K31
2047-03-06
4.440500
10000000.00
11529.86
Asset-Backed Securities
RASC NIM 2003 NT2 TRUST
2034-12-25
4.500000
15240000.00
62838.60
Asset-Backed Securities
PINE MTN CDO 2005 A-3 20451116 FLT
2045-11-16
1.611780
12000000.00
41494.50
Asset-Backed Securities
3C7 REG S ACA ABS 2003 2 LIMITED LLC
2038-12-10
5.000000
3500000.00
24655.56
Asset-Backed Securities
3C7/REG S ACA LIMITED LLC
2038-12-10
5.453060
10000000.00
76231.12
Asset-Backed Securities
ACA ABS LTD 2006-1 A-1LB 20410610 FLT
549300KMKXQOD2P17F35
2041-06-10
3.040630
15000000.00
64613.84
Asset-Backed Securities
WELLS FARGO HEQ 2005-4 M-3 20351225 FLT
2035-12-25
2.976630
200000.00
194636.47
Asset-Backed Securities
WM ASSET HLDGS CI 2006-9 N-3 20461125 12.
2046-11-25
12.000000
8975000.00
15855.83
Asset-Backed Securities
TRAPEZA CDO X 2006-10 D-2 20410706 FLT
5493003XYBZ84KQEG582
2041-07-06
5.738630
12000000.00
380496.55
Asset-Backed Securities
TREMAN PARK CLO LTD 2015 SUB 20270420 FLT
549300E4DX3Q8L455K94
2027-04-20
0.00
1064000.00
601160.00
Asset-Backed Securities
US AIRWAYS PT TRUST 2012-1 B 20210401 8.0
2021-04-01
8.000000
1429000.00
940247.65
Asset-Backed Securities
US AIRWAYS PT TRUST 2013-1 B 20230515 5.3
2023-05-15
5.375000
932000.00
756550.01
Asset-Backed Securities
UNITED AIRLINES PT CERT 2014-2 B 20240303 4.6
2024-03-03
4.625000
520000.00
358260.31
Asset-Backed Securities
VOLT LXXIV LLC 2018-NPL10 A-2 20481125 FLT
2048-11-25
6.413700
30875000.00
31126532.19
Asset-Backed Securities
TOWD PT MTG TR 2017-5 B4 20570226 FLT
2057-02-26
4.976630
805000.00
824478.17
Asset-Backed Securities
TOWD PT MTG TR 2017-5 B5 20570226 FLT
2057-02-26
4.976630
405000.00
384975.00
Asset-Backed Securities
TOWD PT MTG TR 2017-5 XA 20570225 FLT
2057-02-25
3.500000
1250000.00
623219.16
Asset-Backed Securities
TRAPEZA CDO XI 2006-11 D-1 20411010 FLT
549300WLN6OJMSVMWI26
2041-10-10
4.484000
7500000.00
794538.66
Asset-Backed Securities
TRAPEZA CDO XI 2006-11 E-1 20411010 FLT
549300WLN6OJMSVMWI26
2041-10-10
5.484000
2000000.00
9518.72
Asset-Backed Securities
TRAPEZA CDO XI 2006-11 E-2 20411010 FLT
549300WLN6OJMSVMWI26
2041-10-10
5.314250
5000000.00
26845.19
Asset-Backed Securities
TABS LTD 2005-4 C 20450830 FLT
549300FHT0OQV5TANZ73
2045-08-30
1.821220
6000000.00
26097.08
Asset-Backed Securities
THACHER PARK CLO LTD 2014 SUB NT 20261020 FLT
549300XMM86G232BM362
2026-10-20
0.00
3750000.00
918750.00
Asset-Backed Securities
TORO ABS CDO I LTD./TORO ABS CD
2Y7JPTMM20YSN6TALH03
2042-02-07
5.488500
2000000.00
941108.14
Asset-Backed Securities
TOWD PT MTG TR 2017-5 B1 20570226 FLT
2057-02-26
4.276630
608000.00
623613.80
Asset-Backed Securities
TOWD PT MTG TR 2017-5 B2 20570226 FLT
2057-02-26
4.576630
350000.00
364029.14
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC4 A2 20371125 FLT
2037-11-25
2.976630
515000.00
460359.72
Asset-Backed Securities
SUMMER STR LTD 2005-1 B 20451206 FLT
2045-12-06
4.107630
3000000.00
24880.70
Asset-Backed Securities
WEST COAST FDG I LTD 2006-1 B 20411102 FLT
549300QXECZQNCECZH07
2041-11-02
2.994500
7000000.00
260329.83
Asset-Backed Securities
WM ASSET HLDGS CI 2006-7 N1 144 20460925 5.9
2046-09-25
5.926000
2000000.00
552.75
Asset-Backed Securities
WASH MUTUAL WMABS
2036-09-25
12.000000
1920000.00
3271.04
Asset-Backed Securities
WASH MUTUAL WMABS CORP
2036-09-25
6.500000
7925000.00
2077.98
Asset-Backed Securities
WASH MUTUAL WMABS CI SERIES 2006
2036-09-25
8.500000
2385000.00
2882.40
Asset-Backed Securities
VENTURE CLO LTD 2018-35 D 20311022 FLT
549300NGP7BCR2JAC076
2031-10-22
6.091500
135000.00
132220.84
Asset-Backed Securities
VERTICAL ABS CDO LTD 2006-1 A3 20460209 FLT
549300O3X6RC6LDW6H90
2046-02-09
4.347000
1000000.00
13307.67
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 B-1 20350705 FLT
549300UVUFF52P87TF20
2035-07-05
3.697750
1000000.00
647567.88
Asset-Backed Securities
TABERNA PREF FDG VII 2006-7 B1L 14 20370205 FLT
O6FH5MIKN9JCILM69649
2037-02-05
5.682630
510000.00
10615.43
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-3 AP 20350325 0.0
2035-03-25
0.00
4011216.00
191440.04
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-3 AX 20350325 5.5
2035-03-25
5.500000
2968617.00
33827.50
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-WF1 M2 20350225 FLT
2035-02-25
3.181630
2000000.00
271939.75
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-WF2 M8 20350525 FLT
2035-05-25
4.276630
1500000.00
144251.93
Asset-Backed Securities
STREETERVILLE ABS CDO 2004 B-2 20401103 5.5
2040-11-03
5.520000
2000000.00
567880.00
Asset-Backed Securities
STATIC RESI CDO 2005-B A-2 20401114 FLT
2040-11-14
3.242880
37000000.00
239392.57
Asset-Backed Securities
STATIC RESI CDO 2005-B C 20401114 FLT
2040-11-14
3.892880
5000000.00
38740.04
Asset-Backed Securities
STATIC RESI CDO 2005-B D 20401114 FLT
2040-11-14
5.092880
14480000.00
148286.58
Asset-Backed Securities
STATIC RESI CDO 2005-B B 20401114 FLT
2040-11-14
3.317880
17500000.00
117328.75
Asset-Backed Securities
STREETERVILLE ABS CDO 2004 B-1 20401103 FLT
2040-11-03
3.637500
1750000.00
317433.59
Asset-Backed Securities
SOUTH COAST FDG VIII 2006-8 A-1V 20431006 FLT
549300JD6HID8N8EA905
2043-10-06
2.908630
250000.00
9794.57
Asset-Backed Securities
SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT
549300JPS4LRS1YTBK56
2038-08-10
3.297000
9262000.00
720731.70
Asset-Backed Securities
SOUTH COAST FDG VII 2005-7 A-2 20410106 FLT
5493002J9R9J1O1UZA86
2041-01-06
3.038630
26083000.00
41430.21
Asset-Backed Securities
SPECIALTY UNDRWR FIN 2004-BC2 M-1 20350525 FLT
2035-05-25
3.301630
1000000.00
290105.74
Asset-Backed Securities
SPRINGLEAF FDG TR 2017-A C 20300715 3.8
2030-07-15
3.860000
335000.00
337487.15
Asset-Backed Securities
STANWICH MTG LN 2018-NPL-B-2 A-2 20231017 FLT
2023-10-17
5.805000
29710000.00
30065079.07
Asset-Backed Securities
SHARPS SP I NIM 2005-HE4N N 20350725 5.2
2035-07-25
5.250000
8000000.00
951.84
Asset-Backed Securities
SHERWOOD FUNDING CDO 2004 A2 20391107 FLT
549300NTK71LJ4WM1R11
2039-11-07
3.000000
15000000.00
31500.00
Asset-Backed Securities
SHERWOOD FUNDING CDO 2004 D 20391107 FLT
549300NTK71LJ4WM1R11
2039-11-07
5.707130
11000000.00
63209.18
Asset-Backed Securities
SIERRA MADRE FDG 2004 A1A144 20390907 FLT
549300B6LY40X183EI41
2039-09-07
2.853500
1500000.00
291937.43
Asset-Backed Securities
SORIN REAL ESTATE CDO 2006-03 C-1 20460508 6.1
549300GP071UIYK73K48
2046-05-08
6.115000
5000000.00
35667.05
Asset-Backed Securities
SOUNDVIEW HM LN 2005-DO1 M-8 20350525 FLT
2035-05-25
4.351630
1350000.00
12098.09
Asset-Backed Securities
SAYBROOK PT CBO II 2002-2 B2 20350208 FLT
5493008692FLYI63RF82
2035-02-08
2.779280
13000000.00
83597.56
Asset-Backed Securities
SECURITIZED ASSET REC 2004-OP2 B-2 20340825 FLT
2034-08-25
5.176630
6000000.00
645583.13
Asset-Backed Securities
SECURITIZED ASSET REC 2005-FR2 M-3 20350325 FLT
2035-03-25
3.526630
800000.00
729954.34
Asset-Backed Securities
SECURITIZED ASSET REC 2005-FR2 B-1 20350325 FLT
2035-03-25
4.276630
3000000.00
36141.88
Asset-Backed Securities
SECURITIZED ASSET REC 2007-HE1 A-2A 20361225 FLT
2036-12-25
2.536630
2500000.00
130621.28
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RT5 B3-IOA 20690528 FLT
2069-05-28
1.660000
13729000.00
855621.79
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RT5 B3-IOB 20690528 FLT
2069-05-28
0.00
13729000.00
528978.37
Asset-Backed Securities
KOITERE FD TR 2017-RT4 B3-IOA 20570728 FLT
2057-07-28
2.010000
7346000.00
430517.23
Asset-Backed Securities
KOITERE FD TR 2017-RT4 B3-IOB 20570728 FLT
2057-07-28
0.00
7346000.00
199451.25
Asset-Backed Securities
FIRSTPLUS HM LN TR 1998-5 M-1 20241210 FLT
2024-12-10
7.420000
1850000.00
8618.55
Asset-Backed Securities
BEAR STEARNS ASSET BK 2005-HE4 M-2 20350425 FLT
2035-04-25
3.436630
600000.00
261241.03
Asset-Backed Securities
BEAR STEARNS ASSET BK 2005-HE4 M-4 20350425 FLT
2035-04-25
4.351630
1840000.00
619900.06
Asset-Backed Securities
MLMI CAYMAN NIM 2004-WMC3 N1 20350125 4.5
2035-01-25
4.500000
64000000.00
833.55
Asset-Backed Securities
LEXINGTON CAP FDG II 2006-2 D 20461005 FLT
2046-10-05
3.827130
2292000.00
7887.94
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AHL3 A1 144 20370525 FLT
2037-05-25
2.646630
3200000.00
811127.94
Asset-Backed Securities
CAYMAN ABSC NIMS 2005-HE6 A1 20350727 5.0
2035-07-27
5.050000
3170000.00
99.43
Asset-Backed Securities
CWABS INC 2006-12 1-A 20361225 FLT
2036-12-25
2.606630
700000.00
104629.02
Asset-Backed Securities
HASCO NIM TRUST 2005 OPT1
2035-11-25
6.250000
18474000.00
1514.13
Asset-Backed Securities
HASCO NIM CO 2006-WMC1 A 144A 20360726 7.0
2036-07-26
7.000000
2000000.00
877.03
Asset-Backed Securities
HARBORVIEW NIM CI-8 2006-14 N2 144 20380319 8.3
2038-03-19
8.350000
1000000.00
88831.06
Asset-Backed Securities
TABERNA PREF FDG II 2005-2 C-1 20351105 FLT
2035-11-05
4.432630
10000000.00
273665.88
Asset-Backed Securities
SANDS POINT FUNDING LTD
2020-07-18
0.00
330000.00
1650.00
Asset-Backed Securities
ASSET BACKED FDG NIM 2005-WMC1 N1 20350726 5.9
2035-07-26
5.900000
14450000.00
1784.88
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R8 M-7 20351025 FLT
2035-10-25
4.276630
1700000.00
193235.45
Asset-Backed Securities
AMER AIRLINES PT TR 2013-1 EX B 20220715 5.6
2022-07-15
5.625000
1400000.00
771921.69
Asset-Backed Securities
ML MTG INVESTORS NIM 2004-WMC1 N1 20341025 4.5
2034-10-25
4.500000
462000.00
14.03
Asset-Backed Securities
DUKE FDG IX 2005-9 B 20450309 FLT
5493005YUVN397SPQS39
2045-03-09
5.447000
4000000.00
63852.43
Asset-Backed Securities
PREFERRED TERM SEC 2005-20 A-2 20380322 FLT
2038-03-22
3.060880
500000.00
382181.66
Asset-Backed Securities
POPULAR ABS 2005-6 M-1 20360125 FLT
2036-01-25
3.796970
325000.00
37066.99
Asset-Backed Securities
VERTICAL ABS CDO
549300Y7Q5ICYUVUZ483
2045-04-01
3.068500
15900000.00
77484.23
Asset-Backed Securities
SASCO ARC 2004-4 B 20340427 7.5
2034-04-27
7.500000
3000000.00
1170.02
Asset-Backed Securities
ML MTG INV NIM 2005-OWN3 N1 20360625 4.5
2036-06-25
4.500000
4200000.00
417.39
Asset-Backed Securities
CMO HLDG II BSABS HE11 2005-11 A-1 20351125 5.5
2035-11-25
5.500000
704000.00
67.03
Asset-Backed Securities
GSAA HEQ TR NIM 2006-NIM2 NT 144 20351225 6.0
2035-12-25
6.000000
250000.00
15.44
Asset-Backed Securities
N-STAR REAL EST CDO IX 2007-9 A-2 20520807 FLT
2052-08-07
2.753500
88400000.00
537882.56
Asset-Backed Securities
NATIONSTAR NIM 2007-AN A 20370325 9.7
2037-03-25
9.790000
200000.00
12.85
Asset-Backed Securities
LEXN 2007-5A E
54930015HW8MNTDR7856
2051-04-10
8.584000
9225000.00
93373.37
Asset-Backed Securities
LEXN 2007-5A A3
54930015HW8MNTDR7856
2051-04-10
3.064000
45000000.00
76645.01
Asset-Backed Securities
MKP CDO IV LTD
2040-07-12
3.303500
7000000.00
902088.25
Asset-Backed Securities
MKP 6A B
549300VWLDZK3B0JUX32
2051-06-15
3.288190
8000000.00
33620.61
Asset-Backed Securities
INMAN SQUARE FUNDING I LTD
549300L0HA7YRSP3XI56
2039-10-20
3.541500
5000000.00
480055.60
Asset-Backed Securities
LEXN 2007-5A B
54930015HW8MNTDR7856
2051-04-10
3.184000
6000000.00
10619.33
Asset-Backed Securities
LEXN 2007-5A C
54930015HW8MNTDR7856
2051-04-10
5.084000
30000000.00
122378.66
Asset-Backed Securities
LEXN 2007
54930015HW8MNTDR7856
2051-04-10
7.584000
13000000.00
104168.47
Asset-Backed Securities
HOUT BAY 2006 LTD
2041-07-05
1.214500
15000000.00
462651.04
Asset-Backed Securities
NEPTUNE CDO II
54930084MPQR3NSRYY04
2045-02-07
3.013500
198000000.00
28726525.71
Asset-Backed Securities
LONG BEACH MTG LN TR 2005-2 M-7 20350425 FLT
2035-04-25
4.351630
501000.00
185793.63
Asset-Backed Securities
LONG BEACH MTG LN TR 2006-10 II-A2 20361125 FLT
2036-11-25
2.586630
1000000.00
183047.50
Asset-Backed Securities
LONGPORT FDG LTD / LONGPORT SR CL-3A 144A38
2038-01-30
2.833880
55000000.00
742500.00
Asset-Backed Securities
MASTR ASSET BKD SECS 2006-NC2 A-3 20360825 FLT
2036-08-25
2.586630
1700000.00
411845.00
Asset-Backed Securities
LIBERTAS PREFEERED FDG
2047-02-12
3.247750
13400000.00
94424.12
Asset-Backed Securities
LBRTS 2007-2A C
2047-02-12
4.647750
19500000.00
195799.91
Asset-Backed Securities
LNR CDO IV LTD 2006-1 FFL 14 20430528 FLT
549300FIVXZ33M229N06
2043-05-28
4.995500
10000000.00
3775.28
Asset-Backed Securities
LONG BEACH ASSET HOLDING CORP MIN TRUST 2000
2045-08-25
4.500000
13100000.00
441286.77
Asset-Backed Securities
LEXINGTON CAPITAL FUNDING V LTD
54930015HW8MNTDR7856
2051-04-10
2.684000
245999999.00
344097.55
Asset-Backed Securities
PORT JACKSON CDO 2007-1 A-1 20521119 FLT
2052-11-19
2.912880
105000000.00
773149.92
Asset-Backed Securities
PREFERRED TERM SEC 2001-04 MZ 20311223 FLT
2031-12-23
4.864630
400000.00
24443.38
Asset-Backed Securities
PREFER TERM SEC XXVIII 2007-28 A-2 20380322 FLT
2038-03-22
3.010880
486000.00
389259.62
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-4 M3 20351225 FLT
2035-12-25
3.181630
21130000.00
3946.18
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-4 M6 20351225 FLT
2035-12-25
3.526630
6589000.00
1356.83
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-4 M7 20351225 FLT
2035-12-25
4.276630
3000000.00
742.77
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-4 M10 20351225 FLT
2035-12-25
6.976630
3268000.00
1299.33
Asset-Backed Securities
PEOPLES FIN MTG SEC TR 2006-1 2A2 20360925 FLT
2036-09-25
2.616630
4000000.00
568222.29
Asset-Backed Securities
PINE MTN CDO 2005 B 20451116 FLT
2045-11-16
1.731780
5000000.00
18779.90
Asset-Backed Securities
OPTION ONE MTG LN TR 2004-3 M-8 20341125 FLT
2034-11-25
5.101630
2000000.00
212260.77
Asset-Backed Securities
MKP CBO VI IN XXXX SECURITY IN DEFAULT X
549300VWLDZK3B0JUX32
2051-06-15
3.228190
28728308.00
477145.87
Asset-Backed Securities
MKP CBO V LTD 2005-5 A-2 20460108 FLT
2046-01-08
2.183810
30200000.00
39164.75
Asset-Backed Securities
MKP CBO V LTD 2005-5 B 20460108 FLT
2046-01-08
2.283810
22500000.00
30514.19
Asset-Backed Securities
LONG BEACH MTG LN TR 2004-5 M-5 20340925 FLT
2034-09-25
4.426630
2000000.00
74130.40
Asset-Backed Securities
CONSECO MANU HSG PT 2000-4 A-5 20320501 7.9
2032-05-01
7.970000
3800000.00
872457.03
Asset-Backed Securities
CONTINENTAL AIRLINES 2004-ERJ1 A 20210301 9.5
2021-03-01
9.558000
2790033.00
45022.07
Asset-Backed Securities
CONTINENTAL AIRLN PT TR 2012-1 B 20211011 6.2
2021-10-11
6.250000
1190000.00
477719.61
Asset-Backed Securities
CONTINENTIAL AIRLINES 2000-1 A-1 20220501 8.0
2022-05-01
8.048000
540000.00
102643.25
Asset-Backed Securities
CWABS INC NIM 2006-BC2N N 144A 20470225 6.5
2047-02-25
6.500000
1000000.00
306.71
Asset-Backed Securities
CWABS INC NIM 2006-6N NT 20370425 6.7
2037-04-25
6.750000
750000.00
166.49
Asset-Backed Securities
CITIGROUP MTG LN TR 2015-PS1 S-IO 20420925 FLT
2042-09-25
0.00
236667663.00
267118.04
Asset-Backed Securities
CITIGROUP MTG LN TR 2006-AMC1 M-1 20360925 FLT
2036-09-25
2.766630
2133926.00
182411.14
Asset-Backed Securities
CHEC LOAN TRUST 2004-1 A-3 20340725 FLT
2034-07-25
3.476630
2000000.00
635988.41
Asset-Backed Securities
BELLEMEADE RE LTD 2015-1 M-2 20250725 FLT
2025-07-25
6.776630
140000.00
14061.32
Asset-Backed Securities
BERING CDO I LTD
2046-09-07
7.272780
1000000.00
9393.28
Asset-Backed Securities
REGS S CHARLES RIVER CDO LTD
2037-12-09
2.143220
15000000.00
127414.18
Asset-Backed Securities
DUKE FUNDING IX LTD
2045-03-09
0.00
5240000.00
524.00
Asset-Backed Securities
DUTCH HILL FUNDING I LTD
2045-12-12
5.440000
3000000.00
22060.00
Asset-Backed Securities
DUKE FDG IX 2005-9 A3V 20450309 FLT
2045-03-09
4.197000
10000000.00
124285.71
Asset-Backed Securities
LEXINGTON CAPITAL FUNDING III L
2047-04-10
1.276060
2250000.00
1740.32
Asset-Backed Securities
STRAITS GLOBAL ABS CDO I LTD
2040-11-08
0.00
10000000.00
1296.97
Asset-Backed Securities
LNR CDO 2002-1 LTD
549300RY922KBB3CZV03
2037-07-24
7.781000
200000.00
22072.52
Asset-Backed Securities
COMMODORE CDO IV 2005-4 D 20450204 FLT
549300DYHR9Y2QZOW110
2045-02-04
5.447000
11930000.00
145599.02
Asset-Backed Securities
LBRTS 2007-2A A2
2047-02-12
3.207750
11000000.00
76571.22
Asset-Backed Securities
ALESCO PREFERRED FUNDING VI LT
549300SWFQZMAZ6TV378
2035-03-23
3.997610
3000000.00
248871.79
Asset-Backed Securities
TOWD PT MTG TR 2017-5 B3 20570226 FLT
2057-02-26
4.976630
368000.00
390312.02
Asset-Backed Securities
CITIGROUP MTG LN TR 2004-CB3 M-1 20340325 FLT
2034-03-25
3.256630
1000000.00
267148.22
Asset-Backed Securities
CITIGROUP MTG LN TR 2004-CB7 B-1 20341025 FLT
2034-10-25
4.236580
2008000.00
206393.63
Asset-Backed Securities
CWABS INC 2007-BC2 2-A-4 20370625 FLT
2037-06-25
2.766630
525000.00
503890.12
Asset-Backed Securities
CAMBER 7 PLC A-3 20420612 FLT
2042-06-12
2.912000
20000000.00
29502.22
Asset-Backed Securities
CAMBER 7 PLC B 20420612 FLT
2042-06-12
3.032000
26052126.00
42100.24
Asset-Backed Securities
CAMBER 7 PLC C 20420612 FLT
2042-06-12
4.482000
32300000.00
99858.94
Asset-Backed Securities
CARRINGTON MTG LN 2007-HE1 M-1 20370625 FLT
2037-06-25
2.766630
1250000.00
814329.07
Asset-Backed Securities
CWABS INC 2005-8 M-5 20351025 FLT
2035-10-25
3.451630
500000.00
504596.38
Asset-Backed Securities
CENTEX HM EQ LN TR 2004-B M-3 20340325 FLT
2034-03-25
3.421630
5000000.00
392455.51
Asset-Backed Securities
CENTEX HM EQ LN TR 2005-A M-6 20350125 FLT
2035-01-25
3.871630
3000000.00
688816.87
Asset-Backed Securities
CENTRE SQUARE CDO LT A-1 20511119 FLT
2051-11-19
1.282330
150000000.00
337906.35
Asset-Backed Securities
CHASE FDG ACQUISITION 2004-AQ1 M-1 20340525 FLT
2034-05-25
3.571630
6015000.00
857180.58
Asset-Backed Securities
IXIS REAL ESTATE TR 2005-HE1 M-5 20350625 FLT
2035-06-25
3.571630
3000000.00
184777.34
Asset-Backed Securities
HASCO NIM CO 2006-FF11 B 20360826 7.0
2036-08-26
7.000000
1000000.00
845.82
Asset-Backed Securities
REG S HIGH GRADE STRUCTURED CREDIT CD0
5493008L10R1D1Q1B658
2044-09-30
4.490780
10000000.00
12790.02
Asset-Backed Securities
HOME EQUITY ASSET TR 2004-1 M-1 20340625 FLT
2034-06-25
3.421630
1400000.00
444808.90
Asset-Backed Securities
HOUT BAY LTD 2006-1 A-2 20410705 FLT
2041-07-05
2.927130
9400000.00
544812.22
Asset-Backed Securities
HG COLLLTD 2007-1 A-3L 20520405 FLT
2052-04-05
3.149830
10000000.00
21841.61
Asset-Backed Securities
HSI ASSET SEC TR 2006-OPT2 M-6 20360125 FLT
2036-01-25
3.086630
2000000.00
80.42
Asset-Backed Securities
HPS LN MGMT 7 2015 LTD
254900IU43NDZ7HEB142
2027-03-15
9.283750
580000.00
564590.06
Asset-Backed Securities
DRB PRIME ST LN TR 2015-A A-3 20300425 2.3
549300Q5B2HLUIP8V829
2030-04-25
2.320000
370000.00
4358.46
Asset-Backed Securities
CWABS INC NIM 2006-12N NT 144 20370725 7.2
2037-07-25
7.250000
1500000.00
386.93
Asset-Backed Securities
COUNTRYWIDE HOME LOAN TRUST 2006-SP2N
2037-08-25
6.000000
15450000.00
6038.01
Asset-Backed Securities
CSFB HEQ PTC 2005-3 M-4 20351125 FLT
2035-11-25
3.661630
4840000.00
347766.38
Asset-Backed Securities
BNC MTG LN TR 2007-3 A4 20370725 FLT
2037-07-25
2.646630
705000.00
655188.42
Asset-Backed Securities
BABSON CLO LTD 2015-I / BABSONCLO 2015-I LLC
2031-01-20
5.191500
250000.00
238970.92
Asset-Backed Securities
ASSET BACKED FDG 2004-HE1 M-4 20331025 FLT
2033-10-25
5.026630
3103000.00
214367.34
Asset-Backed Securities
ASSET BACKED FDG 2005-WF1 M-2 20341025 FLT
2034-10-25
3.076630
1400000.00
305351.91
Asset-Backed Securities
LEHMAN ABS MFD HSG 1998-1 II-IO 20280715 FLT
2028-07-15
1.298380
74555000.00
13378.45
Asset-Backed Securities
LEHMAN XS NIM 2006-3 A 144A 20360328 5.5
2036-03-28
5.500000
2450000.00
249.46
Asset-Backed Securities
LEXINGTON CAP FDG 2005 A1B 14 20420506 FLT
2042-05-06
3.009380
125000.00
13315.01
Asset-Backed Securities
LEXINGTON CAP FDG 2005 D 144A 20420506 FLT
2042-05-06
5.434380
12000000.00
199678.82
Asset-Backed Securities
LNR CDO 2007-5 A 20490426 FLT
549300TQCFQE0FHSXI25
2049-04-26
2.783380
3785299.00
1549.19
Asset-Backed Securities
LAKESIDE CDO II 2004-2 C 20400102 FLT
2040-01-02
5.849750
3500000.00
21611.77
Asset-Backed Securities
LAUREL RD PRIME SL TR 2017-B R 20420825 0.0
2042-08-25
0.00
1200.00
15171.07
Asset-Backed Securities
LEASE INV FLIGHT TRUST 2001-1 B-1 20310715 FLT
549300A6HEWFX0KTLW72
2031-07-15
3.592630
4900000.00
6182.64
Asset-Backed Securities
JER CRE CDO 2006-2 A-FL 20450325 FLT
549300HX6FUK9WBH2U64
2045-03-25
2.806630
12000000.00
3166.88
Asset-Backed Securities
KNOLLWOOD CDO LTD 2004-1 B 144A 20390108 FLT
2039-01-08
2.355390
9000000.00
13854.65
Asset-Backed Securities
LNR CDO 2003-1 G 144A 20360723 7.6
549300YVO6BF8S37UX67
2036-07-23
7.682000
6000000.00
9562.33
Asset-Backed Securities
LNR CDO LTD 2002-1 EFXD14 20370724 7.5
549300RY922KBB3CZV03
2037-07-24
7.502000
5250000.00
590073.48
Asset-Backed Securities
JACKSON MILL CLO 2015 SUB NT 20270415 FLT
635400GWSUQH85DLFS40
2027-04-15
0.00
1000000.00
465000.00
Asset-Backed Securities
JPMORGAN MTG ACQ NIM 2006-ARN1 B 20360425 7.8
549300S4MBB53XL0RY33
2036-04-25
7.867000
250000.00
298.16
Asset-Backed Securities
AEGIS ABS 2004-6 N 20350325 4.7
2035-03-25
4.750000
10442000.00
416.76
Asset-Backed Securities
ABFC NIM TR 2006-OPT2 NT 20361028 6.0
2036-10-28
6.000000
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7133.82
Asset-Backed Securities
ABFC NIM TR 2006-HE1 TR NT 20370127 6.0
2037-01-27
6.000000
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27643.64
Asset-Backed Securities
ACA ABS LTD 2006-1 A-1LB 20410610 FLT
549300KMKXQOD2P17F35
2041-06-10
3.040630
34000000.00
146458.04
Asset-Backed Securities
ACA ABS LTD 2006-1 A-2L 20410610 FLT
549300KMKXQOD2P17F35
2041-06-10
3.170630
6000000.00
26924.98
Asset-Backed Securities
AAMES MTG TR 2004-1 M8 20350125 FLT
2035-01-25
0.00
2300000.00
23.00
Asset-Backed Securities
ACACIA CDO 9 2006-9 A 20460412 FLT
5493008M6VMR20DSRE81
2046-04-12
2.903500
12365000.00
338383.74
Asset-Backed Securities
OPTION ONE MTG LN TR 2004-3 M-9 20341125 FLT
2034-11-25
7.201630
5000000.00
160469.28
Asset-Backed Securities
OPTION ONE MTG LN TR 2005-3 M-4 20350825 FLT
2035-08-25
3.406630
213937.00
181217.74
Asset-Backed Securities
OPTION ONE MTG LN TR 2003-5 A-3 20330825 FLT
2033-08-25
3.376630
13000000.00
344606.59
Asset-Backed Securities
PEGAGUS AVIATION LSE 2001-1 C-1 20310510 FLT
2031-05-10
4.981250
5000000.00
13732.17
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-1 B2 20350225 FLT
2035-02-25
0.00
2000000.00
20.00
Asset-Backed Securities
NOMURA ASSET CO TR NIM 2005-S4 A 20351025 10.
2035-10-25
10.000000
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11263.23
Asset-Backed Securities
ABFC NIM TR 2006-OPT3 TR NT 20361126 6.0
2036-11-26
6.000000
26800000.00
5547.42
Asset-Backed Securities
ASSET BACKED FDG 2006-OPT1 A-2 20360925 FLT
2036-09-25
2.616630
15914132.00
898638.72
Asset-Backed Securities
ABFC NIM TR 2006-OPT1 NT 20360926 6.0
2036-09-26
6.000000
26665000.00
3820.98
Asset-Backed Securities
WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT
2041-11-02
2.894500
10000000.00
425181.35
Asset-Backed Securities
3 C7 REG S WHATLEY CDO I LTD WHATLEY CDO I
2044-06-09
2.000800
350000.00
8692.06
Asset-Backed Securities
3C7 REG S WHATELY CDO I LTD WHATLEY CDO I
2044-06-09
4.200830
10000000.00
83530.60
Asset-Backed Securities
TABERNA PREFERRED FUNDING IX L
2038-05-05
5.982630
2000000.00
195.51
Asset-Backed Securities
TABERNA PREF FDG VII 2006-7 B1L 14 20370205 FLT
O6FH5MIKN9JCILM69649
2037-02-05
5.682630
4150000.00
85357.51
Asset-Backed Securities
TIAA STRUCTURED FIN CDO II
2038-05-10
2.132330
4485000.00
326680.72
Asset-Backed Securities
VERTICAL ABS CDO LTD 2006-1 A2 20460209 FLT
2046-02-09
3.247000
50000000.00
370287.48
Asset-Backed Securities
PYXIS ABS CD0 2006 1 LTD LLC
2046-11-10
2.901250
30000000.00
3000.00
Asset-Backed Securities
DUNHILL ABS CDO 2004 C 20410104 FLT
2041-01-04
5.752380
2000000.00
10635.15
Asset-Backed Securities
ALTIUS FUNDING LTD 2006-3 B 144A 20411202 FLT
549300IE4JXAJ646AY97
2041-12-02
3.014500
40500000.00
97073.05
Asset-Backed Securities
SHERWOOD FUNDING CDO 2004 SUB 20391107 FLT
2039-11-07
0.00
2750000.00
275.00
Asset-Backed Securities
STRAITS GLOBAL ABS CD0 I LTD
2040-11-08
4.082600
500000.00
5329.51
Asset-Backed Securities
PINE MTN CDO III LTD 2007-3 SUB NT 20470707 FLT
2047-07-07
0.00
1000000.00
100.00
Asset-Backed Securities
PINE MTN CDO III LTD 2007-3 B 20470707 FLT
2047-07-07
2.509280
500000.00
816.72
Asset-Backed Securities
PINE MTN CDO III LTD 2007-3 C 20470707 FLT
2047-07-07
6.009280
500000.00
1886.17
Asset-Backed Securities
PINE MTN CDO III LTD 2007-3 D 20470707 FLT
2047-07-07
8.759280
3500000.00
18847.98
Asset-Backed Securities
PORT JACKSON CDO 2006
2052-11-19
1.852330
4500000.00
16618.62
Asset-Backed Securities
PORT JACKSON CDO 2006 1
2052-11-19
2.611220
2500000.00
15213.07
Asset-Backed Securities
NAUTILUS RMBS CD0 II LTD
2040-11-07
4.130940
10000000.00
891.24
Asset-Backed Securities
NWALL 2005-1X C
2041-12-06
7.546000
3700000.00
85953.25
Asset-Backed Securities
OCEANVIEW CBO I 2002 COM 20320610 FLT
2032-06-10
0.00
7500000.00
84405.91
Asset-Backed Securities
PINE MTN CDO 2005 SUB NT 20451116 0.0
2045-11-16
0.00
3000000.00
122355.00
Asset-Backed Securities
PINE MOUNTAIN CDO LTD KY
2045-11-16
1.452060
16000000.00
50647.36
Asset-Backed Securities
PINE MOUNTAIN CDO PINE
2045-11-16
1.332060
20000000.00
58242.53
Asset-Backed Securities
ISCHUS SYNTHETIC ABS CD0 2006 2
2047-01-12
1.487890
67000000.00
56544.32
Asset-Backed Securities
ISCHUS SYNTHETIC ABS CDO 2006 2
2047-01-12
1.567890
33000000.00
29170.19
Asset-Backed Securities
MADISON PARK FUNDING
2019-05-10
0.00
1060000.00
106.00
Asset-Backed Securities
3C7 REGS MULBERRY STREET CDO
2037-12-12
4.143220
24000000.00
547067.60
Asset-Backed Securities
MULBERRY STR CDO 2003-2 B-V 20380812 FLT
2038-08-12
6.391880
20000000.00
491892.79
Asset-Backed Securities
HUNTINGTON CDO LTD 2005-1 C-2 20401105 7.1
2040-11-05
7.170000
2400000.00
86156.53
Asset-Backed Securities
INDEPENDENCE V 2004-5 C 20390307 FLT
2039-03-07
5.422750
1500000.00
17189.80
Asset-Backed Securities
INDE 6
2041-05-05
1.483720
24500000.00
80047.71
Asset-Backed Securities
INDEPENDENCE VI CDO
2041-05-05
1.633720
5000000.00
17941.99
Asset-Backed Securities
INMAN SQUARE FDG 11 LTD
2040-10-06
0.00
12886792.00
1288.68
Asset-Backed Securities
GLACIER FDG CDO V 2007-5 A-3 20511209 FLT
2051-12-09
2.991630
23500000.00
43360.26
Asset-Backed Securities
GSC PARTNERS CDO FUND 2006-7 P 20200525 0.0
2020-05-25
0.00
250000.00
12.50
Asset-Backed Securities
GSC ABS CDO 2006-4U C 20461106 FLT
2046-11-06
8.984380
3000000.00
62441.95
Asset-Backed Securities
GSC ABS CDO 2006-2M F 20450608 FLT
2045-06-08
9.017130
3000000.00
35238.74
Asset-Backed Securities
GSC ABS CDO 2006-2M G 20450608 FLT
2045-06-08
10.017100
2000000.00
26077.17
Asset-Backed Securities
EULER 2007-1X
2050-04-14
3.094720
17500000.00
28168.80
Asset-Backed Securities
EULER 2007
2050-04-14
3.444720
6750000.00
12381.01
Asset-Backed Securities
EULER 2007
2050-04-14
5.694720
22500000.00
90688.95
Asset-Backed Securities
OCP CLO LTD 2015-8 E 20270417 FLT
5493006T10144GM16690
2027-04-17
8.588000
1000000.00
908691.22
Asset-Backed Securities
OLD LINE FDG LLC A/BK CML PP 20
5493004QSN8OZAIU2J90
2020-02-27
2.665130
407000.00
407000.00
Asset-Backed Securities
DUTCH HILL FUNDING 2007-2 D-2 20470326 FLT
2549007DNF63VWK86Y85
2047-03-26
8.933750
4800000.00
215866.79
Asset-Backed Securities
E TRADE ABS CDO IV 2005-4 B 20421205 FLT
549300NYV3IPIKFFCG84
2042-12-05
1.670000
12500000.00
31723.96
Asset-Backed Securities
EQUITY ONE ABS INC 2004-2 M-2 20340725 FLT
2034-07-25
6.060000
1700000.00
314894.51
Asset-Backed Securities
DRB PRIME ST LN TR 2015-D R-2 20400125 FLT
2040-01-25
0.00
3130.00
79182.74
Asset-Backed Securities
DRB PRIME STUDENT LN NT 144A LKD 35
2036-01-25
0.00
3130.00
25348.10
Asset-Backed Securities
DAVIS SQUARE FDG IV 2005-4 C 20400408 FLT
549300IFQ6H7GNQT4B97
2040-04-08
4.223500
10000000.00
35534.30
Asset-Backed Securities
DELTA AIRLINES PT 2007-1 A EXE 20240210 6.8
2024-02-10
6.821000
280000.00
132463.73
Asset-Backed Securities
DIOGENES CDO I LTD 2005-1 B 20431215 FLT
2043-12-15
3.160880
15000000.00
58132.43
Asset-Backed Securities
DIVERSEY HARBOR ABS CDO LTD
2046-08-05
3.684690
2000000.00
20094.67
Asset-Backed Securities
DRB PRIME STUDENT LN NT 144A 40
2040-04-25
0.00
3188.00
53454.91
Asset-Backed Securities
DRB PRIME STUDENT LN NT 144A 36
2036-04-25
0.00
3188.00
14698.68
Asset-Backed Securities
DRB PRIME ST LN TR 2016-B R-1 20400625 FLT
2040-06-25
0.00
3098.00
9436.65
Asset-Backed Securities
DRB PRIME ST LN TR 2016-B R-2 20400625 FLT
2040-06-25
0.00
3098.00
68685.27
Asset-Backed Securities
DRB PRIME ST LN TR 2016-B R-3 20360625 FLT
2036-06-25
0.00
3098.00
7849.25
Asset-Backed Securities
DRB PRIME STUDENT LN NT 144A LKD 35
2040-01-25
0.00
3130.00
51395.67
Asset-Backed Securities
DRB PRIME ST LN TR 2015-B R-1 20311125 0.0
5493007XMCQZSUDOLZ66
2031-11-25
0.00
2754.00
34028.39
Asset-Backed Securities
DRB PRIME ST LN TR 2015-B R-2 20311125 0.0
5493007XMCQZSUDOLZ66
2031-11-25
0.00
2754.00
71681.46
Asset-Backed Securities
DRB PRIME ST LN TR 2015-B R-3 20311125 0.0
5493007XMCQZSUDOLZ66
2031-11-25
0.00
2754.00
7067.51
Asset-Backed Securities
DRB PRIME ST LN TR 2015-C R-1 20331125 0.0
2033-11-25
0.00
5402.00
26493.78
Asset-Backed Securities
DRB PRIME ST LN TR 2015-C R-2 20301125 0.0
2030-11-25
0.00
5402.00
42324.09
Asset-Backed Securities
DRB PRIME STUDENT LN NT 144A 40
2040-04-25
0.00
3188.00
25467.14
Asset-Backed Securities
HOME EQUITY MTG TR 2005-HF1 M-2 20360225 FLT
2036-02-25
3.196630
3000000.00
668296.71
Asset-Backed Securities
CRYSTAL RIVER CDO 2005-1 A 20460302 FLT
5493002U1CTJPBWAAZ92
2046-03-02
2.681250
35203152.00
382095.88
Asset-Backed Securities
CWABS INC NIM 2005-9N N 20361025 5.5
2036-10-25
5.500000
20685000.00
1811.10
Asset-Backed Securities
CWABS INC NIM 2005-16N N 20361225 6.0
2036-12-25
6.000000
49646000.00
7585.69
Asset-Backed Securities
CWABS ASSET BACKED CERTFICATES TRUST 2005 10
2037-01-25
6.000000
60913000.00
753830.67
Asset-Backed Securities
CWABS INC NIM 2006-IM1N NOTE 20361125 6.0
2036-11-25
6.000000
2000000.00
414.09
Asset-Backed Securities
CWABS INC 2003-BC1 A-1 20330325 FLT
2033-03-25
3.276630
20000000.00
201413.68
Asset-Backed Securities
CWABS INC 2003-BC1 B-1 20320325 FLT
2032-03-25
7.726630
8250000.00
206843.28
Asset-Backed Securities
CODA CDO LTD 2007-1 A-1LB 20471107 FLT
54930097FPHCE7UIOL97
2047-11-07
2.293450
27500000.00
148161.11
Asset-Backed Securities
ISCHUS CDO LTD 2006-2 A-2L 20451012 FLT
5493006XWINUMFMGCZ28
2045-10-12
3.153500
10000000.00
16767.50
Asset-Backed Securities
ISCHUS CDO LTD 2006-2 A-3L 20451012 FLT
5493006XWINUMFMGCZ28
2045-10-12
4.503500
15800000.00
37157.65
Asset-Backed Securities
GLACIER FDG CDO III 2005-3 A-2 20411104 FLT
549300CN1KHVGQ5OLF21
2041-11-04
3.187500
14000000.00
97025.38
Asset-Backed Securities
CWABS INC NIM 2006-24N N 144A 20370725 7.0
2037-07-25
7.000000
500000.00
95.20
Asset-Backed Securities
CWABS INC NIM 2006-17N N 144A 20370525 7.0
2037-05-25
7.000000
2500000.00
866.51
Asset-Backed Securities
C-BASS CBO X 2004-10 C 144 20390607 FLT
5493005MR2DXE4Q13178
2039-06-07
4.056630
2960000.00
907265.19
Asset-Backed Securities
C BASS XII LTD C BASS CB0
549300CSZHL1ZCPAH059
2040-03-15
3.923890
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9203.27
Asset-Backed Securities
C-BASS CBO XIII 2005-13 C 20400317 FLT
5493000CAR73O5CYM328
2040-03-17
2.228170
2500000.00
472008.56
Asset-Backed Securities
C-BASS CBO XIII 2005-13 D 20400317 FLT
5493000CAR73O5CYM328
2040-03-17
3.498170
14000000.00
51871.33
Asset-Backed Securities
BROOKVILLE CDO I LTD 2007-1 C 20500710 FLT
549300PBXEG0WKW47081
2050-07-10
3.994110
23000000.00
78338.06
Asset-Backed Securities
BROOKVILLE CDO I LTD 2007-1 D 20500710 FLT
549300PBXEG0WKW47081
2050-07-10
6.994110
17000000.00
135689.67
Asset-Backed Securities
BUCKINGHAM CDO III LTD 2007-3 B 144A 20510905 FLT
549300FCUVTC1FF6CX37
2051-09-05
2.897130
30000000.00
60942.60
Asset-Backed Securities
BURNHAM HARBOR CD0 2006 1 LTD
2039-09-12
1.948110
5000000.00
13757.97
Asset-Backed Securities
GLACIER FDG CDO V 2007-5 E 20511209 FLT
549300OZWBXZYH6IAW50
2051-12-09
8.221630
26500000.00
267863.75
Asset-Backed Securities
GREEN TREE FINANCIAL MFH 98-3 M-1 20300301 FLT
2030-03-01
6.860000
1000000.00
580113.31
Asset-Backed Securities
GREEN TREE FINANCIAL CO 94-7 B-2 20200315 FLT
2020-03-15
9.350000
2800000.00
9868.29
Asset-Backed Securities
GREEN TREE FINANCIAL CO 1996-2 M-1 20260415 7.6
2026-04-15
7.600000
680000.00
192584.78
Asset-Backed Securities
GREEN TREE FINANCIAL 1996-10 B-1 20281115 FLT
2028-11-15
7.240000
785000.00
321134.82
Asset-Backed Securities
GSAMP NIM 2006-HE4-N N1 144 20360625 5.7
2036-06-25
5.750000
6500000.00
2170.00
Asset-Backed Securities
GSC ABS CDO 2006-4U A1 20461106 FLT
549300WINHJ6HG4T6Q10
2046-11-06
3.174380
52639003.00
390513.47
Asset-Backed Securities
GSC ABS CDO 2006-4U A2 20461106 FLT
549300WINHJ6HG4T6Q10
2046-11-06
3.244380
11000000.00
83381.08
Asset-Backed Securities
GSAMP TRUST 2006-FM1 A-2D 20360425 FLT
2036-04-25
2.746630
1000000.00
667140.62
Asset-Backed Securities
GSAMP TRUST 2005-HE4 M-6 20450725 FLT
2045-07-25
3.511630
4696000.00
39966.93
Asset-Backed Securities
G-STAR LTD 2003-3 B1 20380313 5.9
549300BEK71XN92FWU60
2038-03-13
5.913000
1202000.00
13859.50
Asset-Backed Securities
GSAMP TRUST 2005-S2 M-2 20341125 FLT
2034-11-25
3.481630
2359000.00
117422.87
Asset-Backed Securities
GSAMP TRUST 2004-HE2 B-3 20340925 FLT
2034-09-25
4.101620
5000000.00
147023.98
Asset-Backed Securities
GSAMP TRUST NIM 2005-HE5-N N1 20351125 7.2
2035-11-25
7.250000
26526000.00
6604.17
Asset-Backed Securities
FREMONT HM LN TR 2004-4 M-6 20350325 FLT
2035-03-25
4.201630
1500000.00
2533.29
Asset-Backed Securities
BASIC ABS TR 2006-1 M-1 20360425 FLT
2036-04-25
2.856630
1500000.00
747400.12
Asset-Backed Securities
ASSET BACKED FDG NIM 2005-HE2 N1 144 20350726 6.0
2035-07-26
6.000000
18280000.00
1943.42
Asset-Backed Securities
REG S BAFC 2007 NIM10 LTD BAFC 2007
2037-03-25
7.250000
8830000.00
1011.98
Asset-Backed Securities
GSC ABS CDO 2006-2M A-1B 20450608 FLT
549300IG2DMNW88NH917
2045-06-08
3.067130
125000000.00
544987.87
Asset-Backed Securities
GSAMP TRUST 2006-FM1 A-2C 20360425 FLT
2036-04-25
2.636630
1765000.00
370985.23
Asset-Backed Securities
FIRSTPLUS HM LN TR 1998-2 M-2 20240510 FLT
2024-05-10
8.010000
4205000.00
3021.26
Asset-Backed Securities
MULBERRY STR CDO 2003-2 A-2 20380812 FLT
549300FYTB7QK2YV2Q61
2038-08-12
3.991880
15000000.00
128087.82
Asset-Backed Securities
NATIONAL COLLEGIATE II NCMT 2003AR 13 COMMU
2043-06-01
3.710000
350000.00
118035.07
Asset-Backed Securities
NATIONAL COLLEGIATE IV A NCMT CL 2003 AR 13 COMMUT
2043-06-01
0.00
392595.00
105175.02
Asset-Backed Securities
MORGAN STANLEY CAP 2004-WMC2 B-2 20340725 FLT
2034-07-25
5.551630
300000.00
9365.52
Asset-Backed Securities
MS HEQ LN TR 2006-3 A-4 20360425 FLT
2036-04-25
2.736630
400000.00
223105.31
Asset-Backed Securities
MORGAN STANLEY ABS 2006-HE7 A-2FPT 20360925 FLT
2036-09-25
2.556630
20000000.00
220776.88
Asset-Backed Securities
COUNTRYWIDE ALTERNATIVE LOAN
2037-07-25
6.500000
13893000.00
5713.49
Asset-Backed Securities
CWABS INC 2006-24 1-A 20350725 FLT
2035-07-25
2.616630
2600000.00
539875.11
Asset-Backed Securities
CITIGROUP MORTGAGE LOAN TRUST INC
549300R1KUK063S4I339
2036-01-25
4.426630
669000.00
76060.01
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-1 20271025 FLT
2027-10-25
4.176630
860000.00
528028.49
Asset-Backed Securities
NEW CENTURY HE TR 2004-1 M-6 20340525 FLT
2034-05-25
7.501630
4500000.00
378220.14
Asset-Backed Securities
NEW CENTURY HE TR 2005-3 M-2 20350725 FLT
2035-07-25
3.211630
10000000.00
375353.13
Asset-Backed Securities
NEW CENTURY HE TR 2005-3 M-6 20350725 FLT
2035-07-25
3.526630
900000.00
845385.13
Asset-Backed Securities
OPTION ONE CI-4 NIM 2005-3 N1 20350826 5.4
2035-08-26
5.438000
38300000.00
1896.30
Asset-Backed Securities
NEW RESI MTG TR 2018-RPL1 M-2 20571225 FLT
2057-12-25
3.500000
1319000.00
879331.28
Asset-Backed Securities
NEW RESI MTG TR 2018-RPL1 B-1 20571225 FLT
2057-12-25
3.975340
1302000.00
836043.01
Asset-Backed Securities
NEW RESI MTG TR 2018-RPL1 B-2 20571225 FLT
2057-12-25
3.975340
1076000.00
945641.66
Asset-Backed Securities
NEW RESI MTG TR 2018-RPL1 B-3 20571225 FLT
2057-12-25
3.975340
520500.00
240373.21
Asset-Backed Securities
NEW RESI MTG TR 2018-RPL1 B-4 20571225 FLT
2057-12-25
3.975340
520500.00
201760.44
Asset-Backed Securities
ACACIA CDO 10 2006-10 D 20460907 FLT
2046-09-07
5.316810
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36583.14
Asset-Backed Securities
ACACIA CDO 12 2007-12 A-1 20471008 FLT
2047-10-08
3.018630
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688932.96
Asset-Backed Securities
ACACIA CDO 12 2007-12 A-2 20471008 FLT
2047-10-08
3.288630
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210971.82
Asset-Backed Securities
ACACIA CDO 12 2007-12 C 20471008 FLT
2047-10-08
5.838630
500000.00
1834.03
Asset-Backed Securities
ADIRONDACK LTD 2005-1 C 20400709 FLT
2040-07-09
3.988630
5000000.00
14671.64
Asset-Backed Securities
ACA ABS LTD 2003-1 B 20380610 FLT
2038-06-10
4.100630
5000000.00
28407.06
Asset-Backed Securities
3C7 REGS 2003 LTD LLC
2038-12-10
3.203060
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36389.56
Asset-Backed Securities
AEGIS ABS 2005-1 M4 20350325 FLT
2035-03-25
3.176630
300000.00
286379.54
Asset-Backed Securities
AEGIS ABS 2006-1 M1 20370125 FLT
2037-01-25
2.776630
4475000.00
735.05
Asset-Backed Securities
AEGIS ABS 2006-1 M3 20370125 FLT
2037-01-25
2.836630
2500000.00
1009.94
Asset-Backed Securities
ALESCO PREF FDG XIII 2006-13 A2 144 20370923 FLT
UQS84BSJ2YT0DCD5VU78
2037-09-23
3.001500
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814251.50
Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-9 20370225 FLT
2037-02-25
4.476630
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1263.51
Asset-Backed Securities
ACE SECS HEQ 2004-OP1 M-1 20340425 FLT
2034-04-25
3.256630
1200000.00
510687.91
Asset-Backed Securities
ACE SECS HEQ 2004-FM2 M-3 20340625 FLT
2034-06-25
4.501630
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192590.70
Asset-Backed Securities
ACE SECS HEQ 2004-HE2 M-2 20341025 FLT
2034-10-25
4.276630
14700000.00
589848.08
Asset-Backed Securities
ACE SECS HEQ 2004-HE3 M-7 20341125 FLT
2034-11-25
5.251630
1034000.00
89951.86
Asset-Backed Securities
ACE SECS HEQ 2005-WF1 M-7 20350525 FLT
2035-05-25
4.106630
1600000.00
434473.15
Asset-Backed Securities
ACACIA CDO 11 2007-11 B 20470315 FLT
2047-03-15
3.080880
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40366.80
Asset-Backed Securities
ACAS CRE CDO 2007-1 A 20521123 FLT
54930031Y46R5VPI4605
2052-11-23
3.451000
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7479.32
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-1 M-4 20360425 FLT
2036-04-25
2.443440
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81.91
Asset-Backed Securities
EULER 2007-1X G
2050-04-14
6.521110
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61691.53
Asset-Backed Securities
FORT SHERIDAN ABS CDO 2005-1 C3 144 20411105 7.5
2041-11-05
7.538000
2600000.00
105812.36
Asset-Backed Securities
INMAN SQUARE FUNDING II LTD
2040-10-06
1.805110
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3910.22
Asset-Backed Securities
GLACIER FDG CDO V 2007-5 B 20511209 FLT
2051-12-09
3.121630
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Asset-Backed Securities
DUKE FDG IX 2005-9 A1 20450309 FLT
2045-03-09
3.147000
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14361.50
Asset-Backed Securities
DUKE FDG IX 2005-9 A2V 20450309 FLT
2045-03-09
3.277000
20000000.00
149464.99
Asset-Backed Securities
DUKE FDG X 2006-10 A2 20460409 FLT
2046-04-09
3.162130
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29168.64
Asset-Backed Securities
DUTCH HILL FUNDING 2007-2 D-3 20470326 FLT
2047-03-26
11.183800
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302154.88
Asset-Backed Securities
DUKE FDG HIGH GR I 2005-1 SUB NT 20450127 FLT
2045-01-27
0.00
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750.00
Asset-Backed Securities
DUKE FDG HIGH GR IV 2006-4 A-2 20500203 FLT
2050-02-03
3.187500
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178992.51
Asset-Backed Securities
DUKE FDG HIGH GR III 2005-3 C-1 20490802 FLT
2049-08-02
3.987500
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6249.32
Asset-Backed Securities
DUKE FDG HIGH GR III 2005-3 C-2 20490802 FLT
2049-08-02
4.187500
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Asset-Backed Securities
DUKE FDG HIGH GR III 2005-3 SUB NT 20490802 FLT
2049-08-02
0.00
7500000.00
750.00
Asset-Backed Securities
CORONADO CDO 2003 C-1 20380904 FLT
2038-09-04
6.115130
2500000.00
24031.06
Asset-Backed Securities
DAVIS SQUARE FDG IV 2005-4 F 144A 20400408 FLT
2040-04-08
2.830000
3184650.00
5826.14
Asset-Backed Securities
DAVIS SQUARE FDG IV 2005-4 A-2 20400408 FLT
2040-04-08
2.923500
4600000.00
689071.59
Asset-Backed Securities
DGCDO 2005-1X SUB
2043-12-15
0.00
2700000.00
270.00
Asset-Backed Securities
DUKE FDG VI 2004-6 A2 20390408 FLT
2039-04-08
3.888630
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6745.92
Asset-Backed Securities
DUKE FDG VI 2004-6 BV 20390408 FLT
2039-04-08
6.088630
9670000.00
54781.75
Asset-Backed Securities
CAMBER 7 PLC D 20420612 FLT
2042-06-12
6.596630
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47214.37
Asset-Backed Securities
C-BASS CBO XV 2006-15 B 20410216 FLT
2041-02-16
3.152880
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32904.60
Asset-Backed Securities
C-BASS CBO XVI 2006-16 B 20410906 FLT
2041-09-06
3.057630
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46864.45
Asset-Backed Securities
C-BASS CBO XVIII 2007-18 C 20470313 FLT
2047-03-13
4.608250
170000.00
1039.78
Asset-Backed Securities
COMMODORE CDO III 2005 C2 20400306 7.3
2040-03-06
7.350000
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Asset-Backed Securities
ATTENTUS CDO III 2007-3 SUB NT 20421011 0.0
2042-10-11
0.00
5000000.00
101276.43
Asset-Backed Securities
CHARLES FORT CDO I 2007-1 B 20470709 FLT
2047-07-09
2.135390
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67082.74
Asset-Backed Securities
BERING CDO I LTD. BERING I CDO LLC
2046-09-07
1.191900
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8614.92
Asset-Backed Securities
BUCKINGHAM CDO III LTD 2007-3 C 20510905 FLT
2051-09-05
2.977130
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16678.03
Asset-Backed Securities
BEAR STEARNS ALT-A 2006-1 II-1A1 20360225 FLT
2036-02-25
4.100290
5200000.00
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Private Label Collateralized Mortgage Obligations
FIRST HORIZON ALT MTG 2004-AA7 I-A-1 20350225 FLT
2035-02-25
3.811820
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368636.12
Private Label Collateralized Mortgage Obligations
FIRST HORIZON MTG TR 2006-4 I-A-3 20370225 6.0
549300YB0SYOI7JLTH61
2037-02-25
6.000000
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196004.28
Private Label Collateralized Mortgage Obligations
BEAR STRNS STRCT PROD 2005-11 A-1 20420827 FLT
2042-08-27
4.193340
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186372.63
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ASSET BK 2003-SD1 A 20331225 FLT
2033-12-25
3.376630
26350000.00
560394.99
Private Label Collateralized Mortgage Obligations
MASTR ADJ MTG 2004-14 B-2 20350125 FLT
2035-01-25
5.876630
1737371.00
800171.13
Private Label Collateralized Mortgage Obligations
MEZZ CAP COML TR 2006-C4 A 20450717 5.6
2045-07-17
5.657000
17030000.00
39943.41
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2006-TOP21 D 20521012 FLT
2052-10-12
5.308450
5355000.00
425424.60
Private Label Collateralized Mortgage Obligations
RFMSI SERIES TRUST 2007-S2 A-9 20370225 6.0
2037-02-25
6.000000
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Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2006-QO4 II-A-1 20460425 FLT
2046-04-25
2.666630
245000.00
46937.58
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2009-7 15-A3 20460126 FLT
2046-01-26
2.885500
7403634.00
918877.69
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2006-17XS A-6 20461025 FLT
2046-10-25
5.577090
2700000.00
592791.83
Private Label Collateralized Mortgage Obligations
RFMSI SERIES TRUST 2006-S1 I-A-2 20360125 FLT
2036-01-25
23.945800
1758000.00
213034.39
Private Label Collateralized Mortgage Obligations
RBSGC STRUCTURED TR 2008-B A1 20370625 6.0
2037-06-25
6.000000
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147528.86
Private Label Collateralized Mortgage Obligations
SACO I INC 2000-3 3B3144 20400925 FLT
2040-09-25
6.296650
168500.00
17820.44
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET SEC 2003-SL1 M-1 20310425 FLT
2031-04-25
7.295040
3380000.00
618654.34
Private Label Collateralized Mortgage Obligations
RESIDENTIAL FDG MTG 2005-SA3 I-A 20350825 FLT
2035-08-25
4.161960
2375000.00
211554.11
Private Label Collateralized Mortgage Obligations
STARWOOD RTL PPTY TR 2014-STAR E 20271115 FLT
5493007115G809OI4R97
2027-11-15
6.622630
100000.00
76538.24
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-13 A-1 20470625 6.0
2047-06-25
6.000000
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159709.42
Private Label Collateralized Mortgage Obligations
AMERICAN HM ASSETS 2006-3 IIIA11 20461025 FLT
2046-10-25
2.596630
1300000.00
174726.58
Private Label Collateralized Mortgage Obligations
BEAR STEARNS CMBS 2006-PWR12 D 144A 20380911 FLT
2038-09-11
5.969680
3750000.00
297402.81
Private Label Collateralized Mortgage Obligations
BEAR STEARNS CMBS 2007-PWR17 E 20500613 FLT
2050-06-13
5.942980
10376000.00
734023.17
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A II 2007-1 III-A1 20470925 FLT
2047-09-25
4.100890
220135000.00
42159337.06
Private Label Collateralized Mortgage Obligations
BYVW OPP MST FD IVB 2016-SPL2 B4 20530630 FLT
2053-06-30
5.500000
583100.00
593354.14
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ASSET BK 2003-SD3 A 20421225 FLT
2042-12-25
3.436630
6400000.00
219700.24
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-18CB A-1 20360725 FLT
2036-07-25
2.946630
4300000.00
296971.59
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-18CB A-7 20360725 FLT
2036-07-25
2.826630
4024000.00
461625.21
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-25CB A-5 20361025 FLT
2036-10-25
2.726630
5000000.00
523186.58
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-45T1 2-A-15 20370225 5.5
2037-02-25
5.500000
2671000.00
401846.97
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TRUST 2004-11 B-2 20341220 FLT
2034-12-20
3.762380
2500000.00
504285.87
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET ADJ 2005-14 A2 20350725 FLT
2035-07-25
2.845500
24754400.00
666238.67
Private Label Collateralized Mortgage Obligations
STRUCTURED ADJ RATE 2007-4 1-A3 20370525 FLT
2037-05-25
2.736630
18836393.00
676574.70
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET SECS 2004-2 B1-I 20340325 FLT
2034-03-25
3.096630
4519000.00
313581.99
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR15 A-1A1 20451125 FLT
2045-11-25
2.736630
1300000.00
171259.23
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C30 G 144A 20431215 FLT
2043-12-15
5.682000
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2229.10
Private Label Collateralized Mortgage Obligations
WASHINGTON MUTUAL 2004-RA3 C-B-2 20380825 FLT
2038-08-25
6.049750
688000.00
8895.41
Private Label Collateralized Mortgage Obligations
TBW MTG BKD TR 2007-1 A-7B 20370325 FLT
2037-03-25
6.390000
7458000.00
911744.23
Private Label Collateralized Mortgage Obligations
TBW MTG BKD TR 2006-6 A-2B 20370125 FLT
2037-01-25
5.660000
2500000.00
509207.08
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2005-AR2 B-1 20350325 FLT
2035-03-25
5.138940
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Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2004-S B-1 20340925 FLT
2034-09-25
4.644300
3430000.00
318022.28
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2007-10 I-A-27 20370725 6.0
2037-07-25
6.000000
5750000.00
734380.69
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2006-6 II-A-1 20360525 FLT
2036-05-25
2.876630
7763000.00
340528.09
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANS TR 2019-1R A 20220329 FLT
2022-03-29
4.484000
14199634.00
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Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2017-2 B-5 20471025 FLT
2047-10-25
4.134030
1153000.00
831098.74
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2018-1 B-4 20471225 FLT
2047-12-25
4.055340
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705191.76
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2018-1 B-5 20471225 FLT
2047-12-25
4.055340
300000.00
225765.67
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2004-10 3-A-1 20191125 5.5
2019-11-25
5.500000
28500000.00
300405.06
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2005-4 CB-1 20350525 FLT
2035-05-25
2.876630
7700000.00
551818.16
Private Label Collateralized Mortgage Obligations
BEAR STEARNS CMBS 2005-PWR9 E 20420911 FLT
2042-09-11
5.143000
743000.00
752252.10
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2017-2 B-5 20570325 FLT
2057-03-25
5.380420
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165699.61
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.308430
492970.00
291423.06
Private Label Collateralized Mortgage Obligations
BANCO POP PUERTO RICO HATO REY PR
2045-08-10
6.006070
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102899.99
Private Label Collateralized Mortgage Obligations
LMT 2006-5 2A1
2036-09-25
2.826630
9920000.00
595166.62
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-500K E 20320715 FLT
2032-07-15
3.972630
340000.00
340456.03
Private Label Collateralized Mortgage Obligations
CSMC 2009-12R CERT
2047-01-27
0.00
28669116.00
165849244.90
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ16 B 20491214 FLT
549300XYOVNMTJWOZ135
2049-12-14
6.358270
2234500.00
175129.24
Private Label Collateralized Mortgage Obligations
WINWATER MTG LN TR 2014-2 B-5 20440920 FLT
2044-09-20
4.099610
1065900.00
945089.59
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2007-C2 A-J 20400215 FLT
2040-02-15
5.562000
4000000.00
475060.21
Private Label Collateralized Mortgage Obligations
SACO I INC 2000-3 3B2144 20400925 FLT
2040-09-25
6.296650
252700.00
31582.88
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2004-13 M-2 20341125 FLT
2034-11-25
4.051630
2000000.00
4798.03
Private Label Collateralized Mortgage Obligations
AMERICAN HM ASSETS 2007-2 A-2-B 20470325 FLT
2047-03-25
3.185430
25000000.00
14167.09
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-19CB A-28 20360825 FLT
2036-08-25
3.076630
4336502.00
438731.56
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-J4 2-A-10 20360725 FLT
2036-07-25
0.00
5000000.00
320287.14
Private Label Collateralized Mortgage Obligations
ONE MARKET PLAZA TR 2017-1MKT D 20320210 4.1
2032-02-10
4.145500
100000.00
102087.11
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2018-3 B-5 20580525 FLT
549300U48YU2VDL8N523
2058-05-25
5.393530
1027000.00
884788.53
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2006-LDP7 D 20450415 FLT
2045-04-15
6.278120
1100000.00
189442.97
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2006-LDP7 E 144A 20450415 FLT
2045-04-15
6.278120
4000000.00
542639.53
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2005-ALT1 1-A-1 20351025 FLT
2035-10-25
2.776630
1.00
0.09
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE 2007-CIBC18 B 20470612 FLT
2047-06-12
5.899380
5000000.00
150908.91
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE 2007-LDP10 B 144A 20490115 FLT
2049-01-15
5.582000
7500000.00
258985.63
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE 2007-LDP10 B-S 20490115 FLT
2049-01-15
5.437000
6316000.00
113884.38
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-7FRB B-5 20460425 FLT
2046-04-25
3.879120
931000.00
629191.00
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-6 B-5 20481225 FLT
2048-12-25
4.003590
1172500.00
932809.52
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2006-C1 E 20410215 FLT
2041-02-15
5.404000
1570000.00
131362.31
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2006-C3 G 144A 20390315 FLT
2039-03-15
5.944280
4500000.00
13824.67
Private Label Collateralized Mortgage Obligations
LEHMAN MTG TR 2007-5 1-A1 20370625 FLT
2037-06-25
3.126630
9143000.00
764724.13
Private Label Collateralized Mortgage Obligations
BCAPB LLC TR 2007-AB1 A-5 20370325 FLT
2037-03-25
4.920270
1360000.00
492232.17
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2007-AA3 IIA-1A 20470525 FLT
2047-05-25
2.696630
3200000.00
493739.16
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2006-13ARX A-3 20361025 FLT
2036-10-25
2.996630
6000000.00
826744.69
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2005-4 CB-6 20350525 FLT
2035-05-25
2.876630
5100000.00
367860.66
Private Label Collateralized Mortgage Obligations
G-FORCE COML 2005-RR2 A4B 14 20391225 5.4
2039-12-25
5.422000
5000000.00
514323.55
Private Label Collateralized Mortgage Obligations
GS MTG COML 2006-RR3 A1S 14 20490318 FLT
2049-03-18
5.427050
51323533.00
361048.89
Private Label Collateralized Mortgage Obligations
GE CAP CMBS 2005-C4 E 20451110 FLT
2045-11-10
5.943590
10000000.00
42608.21
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-LC17 E 20471011 3.1
2047-10-11
3.114000
700000.00
479496.85
Private Label Collateralized Mortgage Obligations
CWMBS INC 2005-3 1-A-5 20350425 FLT
2035-04-25
3.136630
73500000.00
481188.12
Private Label Collateralized Mortgage Obligations
HUDSONS BAY JV TR 2015-HBS D-7 20340807 FLT
2034-08-07
5.330970
837000.00
782227.61
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE6 D 20460312 FLT
2046-03-12
4.219480
500000.00
493912.01
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE7 D 20460312 FLT
549300FVY7JUBJ0PIH53
2046-03-12
4.534470
1000000.00
780446.15
Private Label Collateralized Mortgage Obligations
CSMC MTG TR 2006-9 2-A-1 20361125 5.5
2036-11-25
5.500000
2000000.00
533437.01
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2006-5 2-A1B 20460719 FLT
2046-07-19
2.717380
29000000.00
348501.51
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2005-9 B-8 20350620 FLT
2035-06-20
4.237380
7500000.00
119694.96
Private Label Collateralized Mortgage Obligations
IMPAC CMB TR 2004-6 2-A 20341025 6.0
2034-10-25
6.060000
4500000.00
384574.23
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET SEC 2006-A1 1-A-6 20360425 FLT
2036-04-25
2.976630
4000000.00
343648.83
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET SEC 2005-A2 A-2 20350325 FLT
2035-03-25
2.926630
7925000.00
778804.39
Private Label Collateralized Mortgage Obligations
CHASE MORTGAGE FIN TR 2005-A1 3-A1 20351225 FLT
2035-12-25
4.184980
933000.00
84071.97
Private Label Collateralized Mortgage Obligations
CWMBS INC 2005-11 4-A-2 20350425 FLT
2035-04-25
2.796630
40748000.00
301423.14
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-18CB M 20340925 FLT
2034-09-25
5.954830
2383000.00
702073.39
Private Label Collateralized Mortgage Obligations
INDYMAC MBS 2005-AR4 2-A-1B 20350325 FLT
2035-03-25
3.136630
16000000.00
247685.91
Private Label Collateralized Mortgage Obligations
INDYMAC MBS 2004-AR13 B-1 20350125 FLT
2035-01-25
3.798190
5185000.00
765136.36
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2004-HYB4 2-B1 20341225 FLT
549300R1KUK063S4I339
2034-12-25
4.245230
5493000.00
460400.40
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG 2006-C5 D 20491018 FLT
2049-10-18
5.630000
5333000.00
7524.28
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2005-5 I-A-1 20200725 5.0
2020-07-25
5.000000
29.00
0.35
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C2 A-J 20490115 FLT
2049-01-15
5.749000
5379000.00
87263.55
Private Label Collateralized Mortgage Obligations
COMM 2005-LP5 G 144A 20430510 FLT
2043-05-10
4.674210
1600000.00
653806.93
Private Label Collateralized Mortgage Obligations
GREENWICH CAP CMBS 2006-GG7 A-J 20380710 FLT
2038-07-10
5.855200
226000.00
205454.09
Private Label Collateralized Mortgage Obligations
GREENWICH CAP CMBS 2007-GG9 D 20390310 FLT
2039-03-10
5.584000
1000000.00
33921.22
Private Label Collateralized Mortgage Obligations
CITIMORTGAGE ALT LN TR 2006-A1 IA-1 20360425 5.7
2036-04-25
5.750000
4840000.00
566824.37
Private Label Collateralized Mortgage Obligations
CITIMORTGAGE ALT LN TR 2006-A1 IA-6 20360425 6.0
2036-04-25
6.000000
2400000.00
271492.84
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2006-S3 1-A-16 20360825 FLT
2036-08-25
0.00
14691924.00
17319.81
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2006-CIBC16 C 20450512 FLT
2045-05-12
5.702000
1106000.00
20242.06
Private Label Collateralized Mortgage Obligations
INDYMAC MBS 2005-AR4 2-A-1A 20350325 FLT
2035-03-25
3.036630
12650000.00
495787.83
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2007-10 3A1B 20370925 FLT
2037-09-25
3.376630
32310000.00
85012.21
Private Label Collateralized Mortgage Obligations
CHASE MORTGAGE FIN TR 2007-S2 1-A8 20370325 6.0
2037-03-25
6.000000
550000.00
60194.95
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2005-C5 H 144A 20380815 FLT
2038-08-15
5.100000
1500000.00
784177.50
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-2CB
2035-02-25
5.000000
7500000.00
54.92
Private Label Collateralized Mortgage Obligations
INDY MAC MBS 2005-AR2 2-A-1B 20350225 FLT
2035-02-25
3.256630
25000000.00
417469.20
Private Label Collateralized Mortgage Obligations
GE CAP CMBS 2005-C4 D 20451110 FLT
2045-11-10
5.943590
4731000.00
255833.54
Private Label Collateralized Mortgage Obligations
BAFC 2006 NIM2 LTD
2046-11-25
7.250000
7000000.00
1877.13
Private Label Collateralized Mortgage Obligations
GREENWICH CAP CMBS 2006-GG7 F 20380710 FLT
2038-07-10
5.855200
15000000.00
14401.73
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2018-1 B-4C 20571225 FLT
2057-12-25
4.126270
964000.00
716594.08
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-5 B-6 20570625 FLT
2057-06-25
4.597620
311787.00
192494.60
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2017-2 B-3 20570325 FLT
2057-03-25
5.380420
366000.00
336810.25
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2017-2 B-4 20570325 FLT
2057-03-25
5.380420
299350.00
250139.74
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-3 20570525 FLT
2057-05-25
5.308430
456000.00
434338.25
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-5 B-4 20570625 FLT
2057-06-25
4.597620
194000.00
187387.42
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ16 C 20491214 FLT
549300XYOVNMTJWOZ135
2049-12-14
6.358270
3000000.00
176022.40
Private Label Collateralized Mortgage Obligations
Y
2019-06-04
2019-06-04
2019-07-16
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0293
396399994.77
396399994.77
0.0043
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.680000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JT778
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
1572118.00
1612896.74
Asset-Backed Securities
GENERAL ELEC CAP CORP MTN BE FR 5.875%011438
3C7474T6CDKPR9K6YT90
2038-01-14
5.875000
18000.00
19394.97
Corporate Debt Securities
JPMORGAN CHASE & CO 6.1%
8I5DZWZKVSZI1NUHU748
2049-01-01
6.100000
9000.00
9603.12
Corporate Debt Securities
JPMORGAN CHASE & CO 5%
8I5DZWZKVSZI1NUHU748
2049-01-01
5.000000
51000.00
51906.67
Corporate Debt Securities
BANK AMER CORP FR 4.2%082624
9DJT3UXIJIZJI4WXO774
2024-08-26
4.200000
5261000.00
5480260.94
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.625000
130.00
126.46
Corporate Debt Securities
WALMART INC SR GLBL NT 26
Y87794H0US1R65VBXU25
2026-07-08
3.050000
1719367.00
1732559.80
Corporate Debt Securities
NESTLE HLDGS INC SR 144A NT 23
549300EAEU8YV8MQXP30
2023-09-24
3.350000
9277639.00
9525166.41
Corporate Debt Securities
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
6.576630
359218.00
367483.40
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.626630
59515.00
60142.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.726630
37501625.00
40195562.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.926630
247178.00
249019.16
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT
2055-09-25
3.750000
176000.00
155044.71
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
201000.00
187507.99
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
50000.00
49296.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
6.726630
42147000.00
40226370.89
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
6.376630
39315000.00
43377075.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.926630
2900000.00
3127140.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.926630
27250000.00
27822759.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.776630
28668567.00
28872009.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.876630
4349051.00
4849244.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.476630
1061607.00
806104.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.676630
2245001.00
2254555.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
6.026630
14610412.00
15681483.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.526630
34863.00
38968.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.826630
237894.00
240087.42
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.826630
41123046.00
43117030.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.166500
1014847.00
959827.76
Private Label Collateralized Mortgage Obligations
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.000000
898000.00
898672.53
U.S. Treasuries (including strips)
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
8.035500
1683477.00
1969138.50
Private Label Collateralized Mortgage Obligations
ALLIED WORLD ASSURN CO HLDGS SR GLBL NT 25
549300E2X3MLXVVR4T40
2025-10-29
4.350000
3000.00
2971.59
Corporate Debt Securities
Y
2019-06-04
2019-06-04
2019-07-22
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0262
238035276.36
238035276.36
0.0026
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JT7N3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
1555449.00
1406089.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
1000.00
1007.34
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.865500
1972482.00
256407.39
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
3.033000
175001.00
79441.03
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
1449321.00
565062.51
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
731601.00
310159.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
529674.00
478319.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
43064147.00
38828404.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
5984600.00
6015496.60
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
989234.00
419728.10
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
4377613.00
1867802.29
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
37562439.00
10071420.60
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
4378375.00
3765408.67
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.835500
1000.00
913.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.839000
26957.00
12757.37
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
3.025500
4664523.00
261382.06
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
2.993000
841315.00
839915.76
Agency Collateralized Mortgage Obligation
FMAR 2B5309 G
2046-05-01
2.409000
9078260.00
4943385.09
Agency Mortgage-Backed Securities
FMAR 2B5343 G
2046-05-01
2.468000
7958121.00
3078666.14
Agency Mortgage-Backed Securities
FMAR 1Q1676 G
2038-02-01
4.269000
2438811.00
852526.89
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.479000
2569525.00
387297.98
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
25715788.00
8127394.96
Agency Mortgage-Backed Securities
FMAR 848721 G
2042-01-01
4.652000
1930598.00
156692.58
Agency Mortgage-Backed Securities
FMAR 849517 G
2036-09-01
4.481000
16203448.00
6300203.32
Agency Mortgage-Backed Securities
FMAR 2B1549 G
2043-08-01
2.169000
17580309.00
6338323.56
Agency Mortgage-Backed Securities
04.500 FGPC G60962 G
2047-04-01
4.500000
1667907.00
1443925.91
Agency Mortgage-Backed Securities
04.000 FGPC G61172 G
2047-10-01
4.000000
2668471.00
2549269.18
Agency Mortgage-Backed Securities
FMAR 760027 G
2047-11-01
2.810000
4036972.00
2405012.68
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
4.525000
6864783.00
3961238.62
Agency Mortgage-Backed Securities
04.000 FGPC Q43263 G
2046-09-01
4.000000
5853.00
4598.94
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
7535189.00
6438213.00
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
19039434.00
17144653.37
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
84695.00
77603.67
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
15091840.00
9091814.99
Agency Mortgage-Backed Securities
FMAR 2B6883 G
2048-04-01
3.013000
214978.00
182488.43
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.663000
249230.00
178206.47
Agency Mortgage-Backed Securities
03.500 FGPC Q08846 G
2042-06-01
3.500000
13913054.00
6262432.28
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1211499.00
1056725.02
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
1121554.00
1083592.81
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
34116135.00
35497053.07
Agency Mortgage-Backed Securities
FMAR 2B5662 G
2046-10-01
2.366000
400000.00
229506.81
Agency Mortgage-Backed Securities
FMAR 2B6071 G
2047-04-01
2.767000
5110242.00
2298325.49
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.906000
1048852.00
837462.24
Agency Mortgage-Backed Securities
FMAR 2B7107 G
2048-09-01
3.563000
3918667.00
3327872.48
Agency Mortgage-Backed Securities
FMAR 2B6435 G
2047-08-01
2.881000
395178.00
272721.60
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.886000
978565.00
815119.64
Agency Mortgage-Backed Securities
FMAR 2B3292 G
2044-10-01
2.840000
25103074.00
8154939.04
Agency Mortgage-Backed Securities
FNAR XX.XXX WS620037
B1V7KEBTPIMZEU4LTD58
2035-01-01
2.306000
20791164.00
1017259.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ4530
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.579000
620466.00
98183.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ8398
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.894000
2000001.00
224824.63
Agency Mortgage-Backed Securities
FNAR XX.XXX WS304031
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.310000
35564430.00
214277.97
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333689
B1V7KEBTPIMZEU4LTD58
2022-08-01
2.375000
49177450.00
189102.94
Agency Mortgage-Backed Securities
04.000 FGPC G08847 G
2048-11-01
4.000000
5656648.00
5605048.92
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.596000
123809.00
63065.52
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
4.241000
26846111.00
1980347.37
Agency Mortgage-Backed Securities
FMAR 1B7323 G
2037-01-01
4.914000
10000000.00
569121.23
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.454000
10352577.00
336617.19
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995993
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.224000
18437277.00
1255813.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8610
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.810000
9752210.00
450252.65
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0641
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.000000
50000.00
9123.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
5632680.00
4602494.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
301258.00
275811.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0753
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.693000
29850781.00
1387108.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
997669.00
943165.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LB696155
B1V7KEBTPIMZEU4LTD58
2033-04-01
4.042000
5034283.00
355928.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
21959044.00
733988.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LB792070
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.331000
5039296.00
234429.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.217000
3441143.00
160927.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.662000
16566200.00
3606066.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2237
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.867000
1983277.00
349091.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2261
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.750000
20134546.00
3314767.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW5119
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.907000
17487499.00
4557738.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.881000
15640520.00
5973900.99
Agency Mortgage-Backed Securities
FNAR XX.XXX WS593946
B1V7KEBTPIMZEU4LTD58
2028-06-01
5.067000
14750000.00
295224.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.814000
1618473.00
612051.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3864
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
7414964.00
4528311.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6701184.00
5268218.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
464836.00
372943.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8961
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
6425.00
5362.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT1126
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.272000
11849677.00
683048.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.868000
7361847.00
1421186.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7564
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.449000
16071246.00
4414215.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.896000
8427057.00
3088182.93
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5342
B1V7KEBTPIMZEU4LTD58
2024-02-01
3.709670
12450000.00
4842418.39
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.069000
3044.00
3054.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2304
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.573000
1074293.00
167497.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
14173835.00
6315648.88
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.653000
5204047.00
843019.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.169000
33589609.00
8939521.02
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.522000
10257929.00
4753472.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3203
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.211000
1800000.00
353554.07
Agency Mortgage-Backed Securities
FNAR XX.XXX WS895141
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.440000
4498985.00
326796.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LB897723
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.230000
12759178.00
540753.60
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.764000
2396235.00
437070.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LB984167
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.155000
23023100.00
263574.74
Agency Mortgage-Backed Securities
FNAR XX.XXX WS995943
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.555000
24852976.00
3864250.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
4541663.00
4457918.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1450435.00
1498814.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
8831255.00
7994880.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0144
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
2437834.00
2228367.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
4439999.00
4244755.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
5323278.00
5284966.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
207303.00
201918.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
547725.00
543021.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2002
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.502000
1677942.00
1160468.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
271988.00
263084.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6995
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.651000
742500.00
748937.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
7388286.00
6661741.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0948
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.641000
6573886.00
5105006.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1565
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.196000
572586.00
435772.47
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.888000
16515536.00
3552394.44
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.542000
5454278.00
1285219.07
Agency Mortgage-Backed Securities
FMAR 2B4218 G
2045-05-01
2.751000
17370639.00
7232708.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5286
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.765000
7915000.00
1663816.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7041
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.479000
1210000.00
548001.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.458000
1500000.00
282575.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0042
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.487000
6894283.00
964764.71
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0312
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.587000
22743198.00
2792990.64
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL0373
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.534000
2000000.00
247615.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1688
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.599000
4541958.00
281734.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1141
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.363000
3345446.00
589143.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
118440.00
106362.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
388557.00
411595.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
287492.00
272217.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4859
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
35886267.00
36335508.84
Agency Mortgage-Backed Securities
04.000 FGPC Q59633 G
2048-11-01
4.000000
111130.00
111038.22
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0243
375000000.00
375000000.00
0.0040
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JTQ36
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2010-025 FH
549300M8ZYFG0OCMTT87
2040-02-16
3.202000
25000000.00
3169899.40
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
4.695170
15021227.00
845777.77
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
215469.00
84007.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-15
4.000000
2590167.00
2359629.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
937648.00
847612.08
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.935500
805370.00
778402.65
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.935500
2982866.00
2897490.67
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.335500
41527540.00
1253476.46
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
22696378.00
22651465.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
11160016.00
10217356.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
57677806.00
53391748.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
2781285.00
2073914.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3260036.00
2961582.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
228749.00
227102.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9920
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
141197.00
129656.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
2444494.00
2195217.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
104404989.00
104664227.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0876
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
12056816.00
12187249.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
250226.00
236931.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5231
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.851000
8216114.00
8460520.31
Agency Mortgage-Backed Securities
03.500 FGPC G08865 G
2049-03-01
3.500000
2018130.00
2027854.17
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
6055898.00
6382791.06
Agency Mortgage-Backed Securities
04.000 FGPC Q56806 G
2048-06-01
4.000000
2536732.00
2528914.29
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-20
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0243
235000000.00
235000000.00
0.0025
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.030000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JTZ51
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COLONY AMER FIN 2016-1 F 20480617 4.0
2048-06-17
4.000000
11283000.00
9460058.34
Asset-Backed Securities
EXANTAS CAPITAL CORP 2019-RSO7 B 20360417 FLT
2036-04-17
4.199000
3000000.00
2967987.92
Asset-Backed Securities
PFP LTD 2019-5 B 20360416 FLT
2036-04-16
4.150000
10000000.00
9943663.89
Asset-Backed Securities
PFP LTD 2019-5 C 20360416 FLT
2036-04-16
4.500000
27500000.00
27043692.50
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 K 20500426 FLT
2050-04-26
6.086380
4000000.00
1229124.36
Asset-Backed Securities
CATAMARAN CLO 2014-1 LTD
549300C8Q7ISEHHDRH76
2030-04-22
9.371500
5666313.00
5340854.46
Asset-Backed Securities
ATLAS SENIOR LOAN FUND 2014-5 SUB 20260716 FLT
5493004PDQETMPM6YK04
2026-07-16
0.00
5000000.00
2375000.00
Asset-Backed Securities
AVANT LOANS FDG TR 2018-B A 20220118 3.4
2022-01-18
3.420000
10000000.00
6200613.23
Asset-Backed Securities
BC ASI CAPITAL 11 INC DUE 1 1 2059
2035-09-17
5.522630
28223000.00
26031119.86
Asset-Backed Securities
B2R MTG TRUST 2015-2 G 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.807480
3762000.00
3543363.03
Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.284470
2737000.00
2621524.69
Asset-Backed Securities
CEDAR FDG II CLO LTD
2030-06-10
0.00
10000000.00
5750000.00
Asset-Backed Securities
CENTRE SQUARE CDO LT C 20511119 FLT
2051-11-19
1.902330
7000000.00
1008769.83
Asset-Backed Securities
BARINGS CLO LTD 2016-III SUB NT 20280118 FLT
549300YQ8I8GZQANFM85
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CBRE REALTY FIN CDO 2007-1 F 20520407 FLT
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3.688630
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Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 G 20520407 FLT
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3.788630
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CBRE REALTY FIN CDO 2007-1 H 20520407 FLT
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C-BASS TRUST 2006-CB2 AF-4 20361225 FLT
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3.425910
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Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
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ASSURANT CLO 2018-2 SUB 20310421 FLT
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OCEAN TRAILS CLO IV
549300TXL5AHG4X9CX68
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COLONY STARWOOD TR 2016-2 E 20331219 FLT
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EASTLAND CLO LTD 2007 C 20220501 FLT
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4.236250
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Asset-Backed Securities
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549300HX6FUK9WBH2U64
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LCM XV LTD 2014-15 INC 20240826 FLT
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Asset-Backed Securities
NEW CENTURY HEQ TR 2006-1 A-2B 20360525 FLT
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2.656630
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NORTHWOODS CAP XI B LTD
5493005SOJ8F7B634862
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UPLAND CLO LTD
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STARWOOD WAYPOINT HOMES 2017-1 E 20350122 FLT
2035-01-22
5.072630
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Asset-Backed Securities
STONE TOWER CDO II 2005-2 B-1L 20401117 FLT
549300JEPJKB8PS6CQ68
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5.532880
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TABERNA PREF FDG I 2005-1 C-1 20350705 FLT
549300UVUFF52P87TF20
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4.397750
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TOWD PT MTG TR 2016-3 B3 20560425 FLT
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Asset-Backed Securities
TOWD PT MTG TR 2016-3 B4 20560425 FLT
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4.141340
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RAMP SERIES TRUST 2006-RZ1 M-5 20360325 FLT
2036-03-25
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SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
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2.656630
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Asset-Backed Securities
SPECIALTY UNDRWR FIN 2006-BC2 A-2C 20370225 FLT
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3.878640
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4.500000
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Asset-Backed Securities
ORION LTD 2006-1 C 144A 20460910 FLT
549300MLMUOPMGCXUV63
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Asset-Backed Securities
PARK PLACE SECS 2005-WCH1 M-5 20350125 FLT
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PRETIUM MTG CR PRTNR 2018-NPL1 A-1 20330127 FLT
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3.375000
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RCO V MTG LLC 2018-2 A-1 20231025 FLT
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4.458400
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Asset-Backed Securities
INVITATION HOMES TR 2018-SFR4 F 20380119 FLT
2038-01-19
4.673880
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Asset-Backed Securities
GCAT LLC 2017-2 A-1 20470425 FLT
2047-04-25
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INVITATION HOMES TR 2018-SFR1 F 20370319 FLT
2037-03-19
4.973880
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Asset-Backed Securities
INVITATION HOMES TR 2018-SFR3 F 20370717 FLT
2037-07-17
4.723880
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Asset-Backed Securities
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2050-04-26
4.486380
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WESTGATE RESORTS LLC 2016-1 A 20281220 3.5
549300K8T4A858DBUE44
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3.500000
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YORK CLO 2 LTD
5493009C48K5WG4EX118
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AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
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Asset-Backed Securities
AVERY PT III INV LTD
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VOLT LXVI 2018-NPL2 A-1 20480526 FLT
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4.335600
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Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
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VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT
549300C7PSULF5Z6ZE61
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549300KIDQKDB48YU144
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549300KIDQKDB48YU144
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2056-10-25
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Asset-Backed Securities
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Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.785880
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Asset-Backed Securities
TRALEE CLO IV LTD / TRALEE CLOIV LLC
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TRINITAS CLO VII LTD
549300F3XEPDOX3FOP69
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AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
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AXIS EQUIP FIN RECV 2016-1 A 20211120 2.2
2021-11-20
2.210000
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Asset-Backed Securities
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2035-12-25
2.876630
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Asset-Backed Securities
AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT
2033-02-25
3.744660
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Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
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Asset-Backed Securities
ARES XL CLO 2016-40 LTD SUB NT 20271015 FLT
2027-10-15
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Asset-Backed Securities
ICG US CLO 2014 3 LTD
2027-01-25
0.00
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Asset-Backed Securities
ICG US CLO 2018 1 LTD
2031-04-21
0.00
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Asset-Backed Securities
TRYON PK CLO LTD
2025-07-15
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Asset-Backed Securities
VENTURE VII CDO LTD 2006-7 INCOME 20220120 0.0
2022-01-20
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2250000.00
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Asset-Backed Securities
VENTURE 2015-19RR CLO LTD E-RR 20320115 FLT
2032-01-15
8.956750
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Asset-Backed Securities
Y
2019-08-05
2019-08-05
2019-10-21
Y
WELLS FARGO SECURITIES LLC
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N
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2036-04-16
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Asset-Backed Securities
COLONY AMER FIN 2015-1 F 20471018 5.5
2047-10-18
5.500000
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Asset-Backed Securities
EXANTAS CAPITAL CORP 2019-RSO7 D 20360417 FLT
2036-04-17
5.199000
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Asset-Backed Securities
EXETER AUTO RECV TR 2019-2 E 20260515 0.0
2026-05-15
4.680000
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Asset-Backed Securities
C&S GROUP ENTERPRISES LLC SR SEC 144A NT22
2022-07-15
5.375000
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Asset-Backed Securities
BDS 2018-FL2 LTD D 20350817 FLT
2035-08-17
5.023880
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Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-1 E 20250414 4.8
2025-04-14
4.840000
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Asset-Backed Securities
AMUR EQUIP FIN REC V 2018-1 C 20240422 3.7
2024-04-22
3.740000
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Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR2 F 20360118 5.1
2036-01-18
5.104000
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Asset-Backed Securities
SANTANDER DRIVE AUTO 2018-1 E 20250515 4.3
2025-05-15
4.370000
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Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
2027-03-20
10.382600
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Asset-Backed Securities
HOME PARTN AMER TR 2016-2 F 20331019 FLT
2033-10-19
7.173880
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Asset-Backed Securities
KREF 2018 FL1 LTD
2036-06-17
5.022630
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Asset-Backed Securities
EXETER AUTO RECV TR 2018-1 E 20241015 4.6
2024-10-15
4.640000
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Asset-Backed Securities
GPMT LTD 2018-FL1 B 20351115 FLT
2035-11-21
4.037380
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Asset-Backed Securities
GPMT LTD 2018-FL1 C 20351115 FLT
2035-11-21
4.637380
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Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.807480
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Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.992400
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Asset-Backed Securities
AREIT TR 2018-CRE2 A-S 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.677380
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Asset-Backed Securities
AREIT TR 2018-CRE2 B 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.877380
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Asset-Backed Securities
AREIT TR 2018-CRE2 C 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
4.377380
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Asset-Backed Securities
UNITED AUTO CR SEC TR 2018-2 E 20230510 5.2
5493002KTVO2UE820296
2023-05-10
5.260000
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Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-1 F 20240715 5.6
2024-07-15
5.600000
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Asset-Backed Securities
SKOPOS AUTO RECV TR 2015-2 C 20210816 8.3
2021-08-16
8.360000
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Asset-Backed Securities
SKOPOS AUTO RECEIVABLES TR 2018-1
2024-12-16
7.250000
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Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 F 20350122 FLT
2035-01-22
5.872630
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Asset-Backed Securities
STEELE CREEK CLO 2015 1 LTD STEELE CREEK CLO 201
2029-05-21
9.251250
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Asset-Backed Securities
PRESTIGE AUTO RECV TR 2017-1 E 20240515 4.8
2024-05-15
4.890000
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Asset-Backed Securities
PROGRESS RESI TR 2016-SFR2 F 20340120 FLT
2034-01-20
6.693880
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Asset-Backed Securities
PROGRESS RES TR 2018-SFR2 F 20350817 4.9
2035-08-17
4.953000
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Asset-Backed Securities
PROGRESS RESIDENTIAL 2019 SFR1TR
2036-03-19
5.061000
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Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
4.822630
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Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD D 20360215 FLT
2036-02-15
5.472630
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Asset-Backed Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2038-07-15
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Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD B 20360215 FLT
2036-02-15
4.372630
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Asset-Backed Securities
GLS AUTO RECV TR 2018-1 C 20250115 5.0
2025-01-15
5.020000
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Asset-Backed Securities
GLS AUTO RECV TR 2019-1 D 20251215 4.9
2025-12-15
4.940000
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Asset-Backed Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-06-05
0.00
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Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-09-06
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CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-12-07
0.00
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Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL EQTY 20
2IGI19DL77OX0HC3ZE78
2020-09-03
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Corporate Debt Securities
AMERICAN ENERGY SR FL 144A BD 19
2019-08-01
9.232630
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Corporate Debt Securities
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Corporate Debt Securities
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2022-01-04
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2020-11-05
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Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
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2021-11-03
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Corporate Debt Securities
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ES7IP3U3RHIGC71XBU11
2021-03-03
0.00
333000.00
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Corporate Debt Securities
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2022-11-01
2.530000
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Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD22
549300LBOHZ4QSIWU288
2022-07-06
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Corporate Debt Securities
MARIPOSA BORROWER INC/MERGER S SR GLBL 144A 21
549300VXED5TMJSBCI17
2021-10-15
8.000000
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Corporate Debt Securities
MARIPOSA BORROWER INC/MERGER S SR PIK 144A NT21
549300VXED5TMJSBCI17
2021-10-15
8.750000
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Corporate Debt Securities
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IGJSJL3JD5P30I6NJZ34
2020-05-04
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260000.00
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Corporate Debt Securities
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IGJSJL3JD5P30I6NJZ34
2020-06-03
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404000.00
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Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-04
0.00
360000.00
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Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
1767000.00
2459310.60
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
688000.00
961204.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
284000.00
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Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD22
IGJSJL3JD5P30I6NJZ34
2022-06-03
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2026-04-01
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Corporate Debt Securities
RISE INC TAX DEM VAR 22
2022-11-01
2.530000
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Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
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2020-08-03
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Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
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2021-08-03
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Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-12-06
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741000.00
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Corporate Debt Securities
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ES7IP3U3RHIGC71XBU11
2022-02-03
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807000.00
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Corporate Debt Securities
TORONTO DOMINION BANK SR EQTY LKD 21
PT3QB789TSUIDF371261
2021-10-05
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Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-11-03
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Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
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2021-03-02
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708000.00
783402.00
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ANGGYXNX0JLX3X63JN86
2019-10-04
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CANADIAN IMP BK COMM AUTOCLL SR IDX20
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2020-06-05
0.00
294000.00
298174.80
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-07-08
0.00
752000.00
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Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-08-05
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Corporate Debt Securities
CANADIAN IMP BK COMM VR 100417-100520
2IGI19DL77OX0HC3ZE78
2020-10-05
0.00
200000.00
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Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL EQTY 20
2IGI19DL77OX0HC3ZE78
2020-07-06
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415000.00
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Corporate Debt Securities
BANK OF NOVA SCOTIA SR GLBL INDX 20
L3I9ZG2KFGXZ61BMYR72
2020-04-03
0.00
1000000.00
1043400.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR IDX ZRO LKD21
2IGI19DL77OX0HC3ZE78
2021-04-05
0.00
309000.00
435782.70
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-11-04
0.00
365000.00
486289.50
Corporate Debt Securities
OVERSEAS PRIVATE INV CORP SR AMRTZ 24
549300IDY55XMYWXSD28
2024-03-20
2.820000
30000000.00
30481110.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
ES7IP3U3RHIGC71XBU11
2019-11-04
0.00
250000.00
330875.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
679000.00
981698.20
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
325000.00
462052.50
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-04-05
0.00
145000.00
160558.50
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-06-01
0.00
644000.00
873521.60
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-07-06
0.00
628000.00
861992.80
Corporate Debt Securities
ULTRA RESOURCES INC SR 144A NT 22
VZ4O3I6KP00FINKB5W86
2022-04-15
6.875000
1519000.00
475241.30
Corporate Debt Securities
WEATHERFORD INTL LTD SR GLBL NT 23
549300A2JKMG5PGOGF82
2023-06-15
8.250000
6250000.00
4599609.38
Corporate Debt Securities
WEATHERFORD INTL LTD SR NT 9.875%24
549300A2JKMG5PGOGF82
2024-02-15
9.875000
4712473.00
3478148.69
Corporate Debt Securities
WEATHERFORD INTL LTD BERMUDA SR NT 5.125%20
549300A2JKMG5PGOGF82
2020-09-15
5.125000
3060000.00
2595755.92
Corporate Debt Securities
CANADIAN IMP BK COMM 19
2IGI19DL77OX0HC3ZE78
2019-12-05
0.00
800000.00
817360.00
Corporate Debt Securities
CREDIT SUISSE NASSAU BRANCH AUTOCLL SR 22
ANGGYXNX0JLX3X63JN86
2022-02-04
0.00
250000.00
234075.00
Corporate Debt Securities
EVEREST ACQ LLC/FINANCE SR NT 6.375%23
2023-06-15
6.375000
3686000.00
714738.44
Corporate Debt Securities
CANADIAN IMP BK COMM SR EQTY LKD 20
2IGI19DL77OX0HC3ZE78
2020-10-05
0.00
275000.00
264577.50
Corporate Debt Securities
BARCLAYS BANK PLC COCO 21
G5GSEF7VJP5I7OUK5573
2021-05-05
0.00
353000.00
371320.70
Corporate Debt Securities
EVEREST ACQ LLC/FINANCE SR SEC 144A NT24
2024-05-01
9.375000
454000.00
182333.02
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD19
L3I9ZG2KFGXZ61BMYR72
2019-07-05
0.00
294000.00
317872.80
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
2.530000
1833000.00
1836735.76
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-01-04
0.00
249000.00
286599.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-06-03
0.00
237000.00
320921.70
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-11-04
0.00
248000.00
318531.20
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-09-03
0.00
660000.00
927630.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
331000.00
463300.70
Corporate Debt Securities
MORGAN STANLEY SR GLBL EQTY 20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
304000.00
425235.20
Corporate Debt Securities
Y
2019-07-22
2019-07-22
2019-07-22
N
N
N
0.0310
298022785.08
298022785.08
0.0032
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.830000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JUPD2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
6.176630
8822000.00
8917181.85
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
13.476600
11440000.00
12253140.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
549300YG8OJES76WL398
2047-02-25
12.976600
2620000.00
2802833.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.926630
8515358.00
9112112.69
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
14.735500
2500000.00
2670626.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1M-2 20300528 FLT
2030-05-28
4.876630
13300000.00
13580828.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.926630
4025000.00
4243118.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
7.626630
17967000.00
20370422.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1 20421226 FLT
2042-12-26
7.076630
3820000.00
4120565.80
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.826630
2862423.00
3001216.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.976630
47663000.00
49911720.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
13.226600
7000000.00
7603412.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.826630
22348304.00
23393405.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
6.776630
180000.00
117209.40
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
8.026630
299999.00
233013.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
6.076630
2850000.00
2945912.73
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
7.326630
13883000.00
15565578.44
Private Label Collateralized Mortgage Obligations
Y
2019-08-05
2019-08-05
2019-10-25
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0303
154846723.60
154846723.60
0.0017
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.030000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JUPG5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CPS AUTO RECV TR 2017-D E 20240617 5.3
54930087Z25SUMBR4I05
2024-06-17
5.300000
5700000.00
5833974.70
Asset-Backed Securities
COLONY AMER FIN 2015-1 F 20471018 5.5
2047-10-18
5.500000
2615284.00
2652305.09
Asset-Backed Securities
COLONY AMER FIN 2016-1 E 20480617 FLT
2048-06-17
7.349000
5929000.00
6025406.03
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2018-3 F 20250612 6.4
2025-06-12
6.440000
4000000.00
4085136.00
Asset-Backed Securities
DT AUTO OWNER TR 2018-1 E 20250317 5.4
2025-03-17
5.420000
800000.00
818102.67
Asset-Backed Securities
DT AUTO OWNER TR 2018-3 E 20251117 5.3
2025-11-17
5.330000
750000.00
768094.37
Asset-Backed Securities
EXETER AUTO RECV TR 2018-4 E 20250715 5.3
2025-07-15
5.380000
500000.00
514282.33
Asset-Backed Securities
EXETER AUTOMOBILE RECEIVABLES TR 2018 3
2024-08-15
5.430000
11900000.00
12259921.45
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 F 20250915 7.3
5493005MRGG10NHC4413
2025-09-15
7.310000
6814000.00
7020197.32
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2018-1 E 20260115 5.0
549300L40MNGIY25DE37
2026-01-15
5.030000
5000000.00
5131704.17
Asset-Backed Securities
PROGRESS RES TR 2018-SFR3 F 20351018 5.3
2035-10-18
5.368000
859000.00
871701.56
Asset-Backed Securities
PROGRESS RES TR 2018-SFR2 A 20350817 3.7
2035-08-17
3.712000
500000.00
507801.22
Asset-Backed Securities
SANTANDER DRIVE AUTO 2018-2 E 20250915 5.0
2025-09-15
5.020000
2594000.00
2634787.19
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2017-4 E 20250218 5.0
2025-02-18
5.020000
11250000.00
11462913.75
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2017-3 E 20241015 5.2
2024-10-15
5.260000
5150000.00
5255496.03
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-1 E 20250515 5.1
2025-05-15
5.100000
681000.00
693431.65
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-2 F 20260615 6.4
2026-06-15
6.480000
3000000.00
3077298.00
Asset-Backed Securities
GLS AUTO RECV TR 2018-2 D 20250317 5.4
2025-03-17
5.460000
8370000.00
8603933.13
Asset-Backed Securities
GLS AUTO RECV TR 2017-1 D 20240617 5.5
2024-06-17
5.500000
2000000.00
2031197.33
Asset-Backed Securities
DT AUTO OWNER TRUST 2017-1 E 20240215 5.7
2024-02-15
5.790000
5000000.00
5151007.50
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2019-1 F 20260217 5.6
2026-02-17
5.670000
13285000.00
13483285.27
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B2 20560425 FLT
2056-04-25
4.141340
1609000.00
1651614.66
Asset-Backed Securities
TRICON AMER HOMES TR 2018-SFR1 F 20370519 4.9
2037-05-19
4.960000
500000.00
509739.06
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-2 E 20240116 4.8
2024-01-16
4.860000
630000.00
642092.85
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-2 F 20250115 6.0
2025-01-15
6.040000
6880000.00
7002509.87
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 E 20231215 4.9
5493000EWZKZ6H2PNY04
2023-12-15
4.900000
2000000.00
2042485.33
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 F 20250218 6.0
5493000EWZKZ6H2PNY04
2025-02-18
6.020000
28745000.00
29493989.30
Asset-Backed Securities
GLS AUTO RECV TR 2018-3 D 20250815 5.3
2025-08-15
5.340000
500000.00
513027.00
Asset-Backed Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2030-10-15
3.250000
34305490.00
35345123.60
Asset-Backed Securities
ACC TR 2019-1 C 20240220 6.4
2024-02-20
6.410000
3000000.00
3057487.67
Asset-Backed Securities
AMERICAN CR ACCEP RECEIVABLES TR 2018-3
2024-10-15
5.170000
1850000.00
1885455.25
Asset-Backed Securities
Y
2019-08-05
2019-08-05
2019-10-25
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0313
154924387.90
154924387.90
0.0017
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV3Z5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AO0881 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
430481.00
293658.97
Agency Mortgage-Backed Securities
GNMI SP 784135 X
549300M8ZYFG0OCMTT87
2029-10-15
7.000000
7999610.00
4966484.63
Agency Mortgage-Backed Securities
03.000 FGPC Q63193 G
2049-04-01
3.000000
2058010.00
2043889.31
Agency Mortgage-Backed Securities
03.000 FGPC J38677 G
2033-02-01
3.000000
1534108.00
1278859.37
Agency Mortgage-Backed Securities
03.500 FGPC J39508 G
2033-09-01
3.500000
2078220.00
1972303.72
Agency Mortgage-Backed Securities
04.000 FGPC Q26905 G
2044-06-01
4.000000
1053950.00
736325.71
Agency Mortgage-Backed Securities
04.500 FGPC Q29606 G
2044-11-01
4.500000
1607508.00
1149232.02
Agency Mortgage-Backed Securities
03.500 FGPC Q35225 G
2045-08-01
3.500000
50000.00
33437.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH5643
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
700000.00
263649.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8719
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
2800000.00
1162641.81
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL1321
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.500000
3822536.00
709107.51
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL5588
B1V7KEBTPIMZEU4LTD58
2027-03-01
5.000000
691450.00
111523.74
Agency Mortgage-Backed Securities
FNMS 03.500 CWAQ0573
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.500000
2949212.00
1140148.91
Agency Mortgage-Backed Securities
04.500 FGPC Q59702 G
2048-11-01
4.500000
22072448.00
22880311.56
Agency Mortgage-Backed Securities
FNMS 05.500 ZT310166
B1V7KEBTPIMZEU4LTD58
2023-01-01
5.500000
45590.00
14420.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH3198
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
5000000.00
661600.82
Agency Mortgage-Backed Securities
03.000 FGPC Q50631 G
2047-09-01
3.000000
5000760.00
4543165.64
Agency Mortgage-Backed Securities
04.000 FGPC Q52219 G
2047-11-01
4.000000
3620364.00
3438149.87
Agency Mortgage-Backed Securities
03.500 FGPC Q56431 G
2048-05-01
3.500000
3039830.00
3034662.49
Agency Mortgage-Backed Securities
03.500 FGPC C92043 G
2039-04-01
3.500000
43486464.00
44168884.85
Agency Mortgage-Backed Securities
GNII SF MA5464 M
549300M8ZYFG0OCMTT87
2048-09-20
3.000000
9117552.00
8539419.99
Agency Mortgage-Backed Securities
GNMI SF 799799 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
1479246.00
369777.27
Agency Mortgage-Backed Securities
GNAR AT MA3545 M
549300M8ZYFG0OCMTT87
2046-03-20
2.000000
5000000.00
1863889.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3658
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
132968.00
136094.00
Agency Mortgage-Backed Securities
GNMI SF 790031 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
498814.00
207922.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2058
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1000000.00
961848.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2187
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
26445.00
26513.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2339
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
4000000.00
4107070.93
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB8693
B1V7KEBTPIMZEU4LTD58
2028-03-01
3.000000
1700000.00
548789.79
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0046
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.000000
1971572.00
88286.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK5401
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
2153016.00
2066054.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4057
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
23596040.00
21689064.74
Agency Mortgage-Backed Securities
FNMS 03.500 REBN7389
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
2785020.00
2806494.08
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0607
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
22026.00
8172.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4557
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
3002724.00
2006074.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW0278
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
1007364.00
585635.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIAW4257
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
2703436.00
1219523.80
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY7002
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
1421182.00
844404.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY8760
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
1007132.00
865109.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ8456
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.500000
1065626.00
794342.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC8296
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.000000
428566.00
301568.54
Agency Mortgage-Backed Securities
04.500 FGPC Q62639 G
2048-12-01
4.500000
12460640.00
13017032.50
Agency Mortgage-Backed Securities
04.500 FGPC Q62566 G
2048-12-01
4.500000
24517856.00
25286002.54
Agency Mortgage-Backed Securities
GNII SF AZ0718 C
549300M8ZYFG0OCMTT87
2040-07-20
4.500000
2331928.00
563829.75
Agency Mortgage-Backed Securities
GNII SF BL2860 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
685388.00
712463.72
Agency Mortgage-Backed Securities
03.500 FGPC J38661 G
2033-03-01
3.500000
2454660.00
2320434.11
Agency Mortgage-Backed Securities
GNMI SP 783430 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
568088.00
104856.96
Agency Mortgage-Backed Securities
GNMI SF 635140 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
225363.00
200352.73
Agency Mortgage-Backed Securities
GNMI SF 693508 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
999998.00
18990.21
Agency Mortgage-Backed Securities
GNII SP 783630 M
549300M8ZYFG0OCMTT87
2042-06-20
3.500000
100000000.00
30746246.15
Agency Mortgage-Backed Securities
GNII SP 783646 M
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
100000000.00
32800957.06
Agency Mortgage-Backed Securities
GNII SF BL5216 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1009926.00
1046541.09
Agency Mortgage-Backed Securities
GNII SF BL5688 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
2238124.00
2335546.78
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
2042-08-01
3.000000
33463.00
16797.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI6520
B1V7KEBTPIMZEU4LTD58
2036-07-01
5.000000
7137000.00
2698232.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL254767
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
900000.00
20387.79
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB3556
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.500000
47993.00
8766.90
Agency Mortgage-Backed Securities
02.500 FGPC J30196 G
2029-12-01
2.500000
118189.00
45381.79
Agency Mortgage-Backed Securities
GNAR AT 082963 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
5000000.00
625543.32
Agency Mortgage-Backed Securities
03.000 FGPC Q45989 G
2047-01-01
3.000000
448091.00
418916.90
Agency Mortgage-Backed Securities
03.000 FGPC G60948 G
2047-04-01
3.000000
9500000.00
8512422.41
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
6952128.00
7272962.14
Agency Mortgage-Backed Securities
03.000 FGPC Q49905 G
2047-08-01
3.000000
961623.00
921446.95
Agency Mortgage-Backed Securities
04.500 FGPC Q50953 G
2047-09-01
4.500000
2000000.00
1791988.14
Agency Mortgage-Backed Securities
03.500 FGPC Q54727 G
2048-03-01
3.500000
213962.00
200095.77
Agency Mortgage-Backed Securities
06.000 FGPC C73044 G
2032-11-01
6.000000
1020000.00
6157.97
Agency Mortgage-Backed Securities
GNII SF MA5238 M
549300M8ZYFG0OCMTT87
2025-04-20
4.500000
52988.00
48036.85
Agency Mortgage-Backed Securities
GNII SF MA5441 M
549300M8ZYFG0OCMTT87
2031-07-20
6.500000
231156.00
182759.19
Agency Mortgage-Backed Securities
GNII SF BB7869 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
249108.00
214301.71
Agency Mortgage-Backed Securities
GNII SF BF2902 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1447168.00
1340016.22
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
3012308.00
2245267.39
Agency Mortgage-Backed Securities
GNII SF MA4004 M
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
1703552.00
1199491.49
Agency Mortgage-Backed Securities
GNII SF MA4006 M
549300M8ZYFG0OCMTT87
2046-10-20
4.500000
1215560.00
597331.51
Agency Mortgage-Backed Securities
GNII SF MA5370 M
549300M8ZYFG0OCMTT87
2033-08-20
5.000000
53927.00
55493.64
Agency Mortgage-Backed Securities
GNII SF MA4588 M
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
137413.00
90606.72
Agency Mortgage-Backed Securities
GNII JM MA4889 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1915608.00
1741130.90
Agency Mortgage-Backed Securities
GNII SF MA0941 M
549300M8ZYFG0OCMTT87
2036-08-20
7.000000
750000.00
237906.74
Agency Mortgage-Backed Securities
GNII SF MA1924 M
549300M8ZYFG0OCMTT87
2038-06-20
6.000000
3499000.00
905083.66
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
19089000.00
9920968.35
Agency Mortgage-Backed Securities
GNII SF MA3378 M
549300M8ZYFG0OCMTT87
2045-12-20
4.500000
1493698.00
503672.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0154
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
209370.00
14703.87
Agency Mortgage-Backed Securities
GNMI SF 766874 X
549300M8ZYFG0OCMTT87
2026-06-15
3.500000
1146144.00
208128.63
Agency Mortgage-Backed Securities
GNMI SF 778793 X
549300M8ZYFG0OCMTT87
2042-01-15
3.500000
102946.00
33013.82
Agency Mortgage-Backed Securities
GNMI SF 793306 X
549300M8ZYFG0OCMTT87
2042-03-15
3.375000
2491950.00
581298.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2006
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
6384112.00
5796594.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT5167
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
6556576.00
3718571.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX4809
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1027050.00
977845.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0346
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
3406632.00
2939578.20
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1819
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
13000000.00
12122758.79
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD3884
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
1139000.00
791512.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE6442
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
1526520.00
1510252.91
Agency Mortgage-Backed Securities
04.000 FGPC Q37331 G
2045-11-01
4.000000
25000.00
19828.60
Agency Mortgage-Backed Securities
04.500 FGPC Q62416 G
2048-12-01
4.500000
7862624.00
8300728.00
Agency Mortgage-Backed Securities
GNII SF BM1823 C
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
3187476.00
3297217.44
Agency Mortgage-Backed Securities
GNII SF AR9167 C
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
2697848.00
2026349.48
Agency Mortgage-Backed Securities
GNII SF BF4005 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1738096.00
1723402.55
Agency Mortgage-Backed Securities
GNII SF BJ6611 C
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
712572.00
730253.51
Agency Mortgage-Backed Securities
GNII SF BK8949 C
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
586348.00
608261.12
Agency Mortgage-Backed Securities
GNII SF BL2124 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
12000048.00
12539530.09
Agency Mortgage-Backed Securities
GNII SF BL3014 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
2940864.00
3084406.78
Agency Mortgage-Backed Securities
04.500 FGPC J10332 G
2024-07-01
4.500000
4849408.00
340708.36
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
2043-05-01
3.500000
1030000.00
474199.15
Agency Mortgage-Backed Securities
GNMI SF 701544 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
96361.00
6281.44
Agency Mortgage-Backed Securities
GNMI SF 711731 X
549300M8ZYFG0OCMTT87
2043-03-15
3.000000
5717288.00
4135959.15
Agency Mortgage-Backed Securities
GNMI SP 784599 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
2554516.00
1789725.37
Agency Mortgage-Backed Securities
GNII SP 783050 M
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
1850000.00
253662.54
Agency Mortgage-Backed Securities
GNMI SF AZ5544 X
549300M8ZYFG0OCMTT87
2047-07-15
3.000000
3055644.00
2543857.83
Agency Mortgage-Backed Securities
GNII SF AZ7105 C
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
2749260.00
2064614.20
Agency Mortgage-Backed Securities
GNII SF 003557 M
549300M8ZYFG0OCMTT87
2034-05-20
6.000000
1000000.00
50156.77
Agency Mortgage-Backed Securities
GNII SF 005063 M
549300M8ZYFG0OCMTT87
2041-05-20
6.000000
1665414.00
168033.57
Agency Mortgage-Backed Securities
GNMI SF 733167 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
434068.00
25432.38
Agency Mortgage-Backed Securities
GNAR AT 082857 M
549300M8ZYFG0OCMTT87
2041-06-20
3.625000
5263216.00
728853.72
Agency Mortgage-Backed Securities
GNII SF BL7633 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
1086696.00
1151676.61
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2020-01-02
0.00
145788400.00
143432896.80
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
500000000.00
500000000.00
0.0054
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV492
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.000 FGPC G30388 G
2028-02-01
6.000000
6860000.00
364630.75
Agency Mortgage-Backed Securities
04.000 FGPC G60884 G
2047-02-01
4.000000
15577216.00
13363293.38
Agency Mortgage-Backed Securities
04.500 FGPC G61957 G
2049-04-01
4.500000
75445376.00
79209421.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0607
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
22026.00
8172.80
Agency Mortgage-Backed Securities
03.000 FGPC Q35547 G
2045-08-01
3.000000
1000000.00
679893.23
Agency Mortgage-Backed Securities
04.500 FGPC Q61904 G
2049-03-01
4.500000
1898212.00
2004006.26
Agency Mortgage-Backed Securities
04.500 FGPC G61958 G
2049-04-01
4.500000
101192960.00
105711428.10
Agency Mortgage-Backed Securities
03.000 FGPC U41620 G
2032-08-01
3.000000
1029868.00
859741.66
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
3600000.00
3075910.48
Agency Mortgage-Backed Securities
04.500 FGPC Q48625 G
2047-06-01
4.500000
2632828.00
2442626.27
Agency Mortgage-Backed Securities
04.500 FGPC Q52990 G
2047-12-01
4.500000
4686216.00
3686801.40
Agency Mortgage-Backed Securities
02.500 FGPC J34855 G
2031-07-01
2.500000
12477904.00
8371629.20
Agency Mortgage-Backed Securities
04.000 FGPC Q08985 G
2042-06-01
4.000000
10496400.00
4389664.96
Agency Mortgage-Backed Securities
GNII SF 627049 C
549300M8ZYFG0OCMTT87
2046-01-20
4.500000
215959.00
198475.64
Agency Mortgage-Backed Securities
03.000 FGPC Q43252 G
2046-09-01
3.000000
54500000.00
44153832.29
Agency Mortgage-Backed Securities
04.000 FGPC V81756 G
2045-05-01
4.000000
10064128.00
6979061.11
Agency Mortgage-Backed Securities
04.500 FGPC G18705 G
2033-06-01
4.500000
1671116.00
1541579.39
Agency Mortgage-Backed Securities
02.500 FGPC J23586 G
2028-05-01
2.500000
1771188.00
693522.50
Agency Mortgage-Backed Securities
GNII SF MA4322 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
251250000.00
167085823.80
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
50000000.00
46631093.65
Agency Mortgage-Backed Securities
GNII SF BI7201 C
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
378758.00
388655.67
Agency Mortgage-Backed Securities
GNII SF BI9407 C
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
804558.00
823240.39
Agency Mortgage-Backed Securities
04.000 FGPC G05527 G
2039-07-01
4.000000
150000.00
15013.51
Agency Mortgage-Backed Securities
06.000 FGPC G06007 G
2040-05-01
6.000000
99252.00
6210.13
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
22379400.00
22303757.63
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
500000000.00
500000000.00
0.0054
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV4A9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF AL1908 C
549300M8ZYFG0OCMTT87
2035-01-20
4.500000
1012998.00
736817.29
Agency Mortgage-Backed Securities
GNII SF AW5508 C
549300M8ZYFG0OCMTT87
2046-09-20
4.000000
485534.00
464863.19
Agency Mortgage-Backed Securities
GNII SF MA2606 M
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
863232.00
269216.99
Agency Mortgage-Backed Securities
GNII SF MA4008 M
549300M8ZYFG0OCMTT87
2046-10-20
5.500000
205793.00
96551.78
Agency Mortgage-Backed Securities
GNII SF MA4904 M
549300M8ZYFG0OCMTT87
2047-12-20
5.500000
4537696.00
2936875.67
Agency Mortgage-Backed Securities
GNII SF MA5191 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
50000000.00
47170039.35
Agency Mortgage-Backed Securities
GNII SF BL2919 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
1382598.00
1471820.50
Agency Mortgage-Backed Securities
05.000 FGPC A97943 G
2041-04-01
5.000000
2438524.00
467795.80
Agency Mortgage-Backed Securities
04.000 FGPC J39226 G
2033-07-01
4.000000
2427980.00
2419875.60
Agency Mortgage-Backed Securities
04.500 FGPC Q59372 G
2048-11-01
4.500000
1659950.00
1758829.12
Agency Mortgage-Backed Securities
GNII SF MA2601 M
549300M8ZYFG0OCMTT87
2045-02-20
3.500000
300000.00
114449.80
Agency Mortgage-Backed Securities
05.500 FGPC G05875 G
2040-02-01
5.500000
200000.00
37001.47
Agency Mortgage-Backed Securities
03.000 FGPC G08534 G
2043-06-01
3.000000
31942112.00
18251085.59
Agency Mortgage-Backed Securities
03.000 FGPC G08658 G
2045-08-01
3.000000
1500000.00
1057407.70
Agency Mortgage-Backed Securities
06.000 FGPC A87819 G
2039-08-01
6.000000
235868.00
21647.53
Agency Mortgage-Backed Securities
05.000 FGPC A90768 G
2040-01-01
5.000000
30000.00
5519.73
Agency Mortgage-Backed Securities
06.000 FGPC G30393 G
2028-05-01
6.000000
2411256.00
179782.53
Agency Mortgage-Backed Securities
05.000 FGPC G12335 G
2021-05-01
5.000000
3101544.00
30924.23
Agency Mortgage-Backed Securities
GNII SF BG1754 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
352261.00
358871.07
Agency Mortgage-Backed Securities
03.000 FGPC Q50703 G
2047-09-01
3.000000
3137908.00
3003036.30
Agency Mortgage-Backed Securities
05.000 FGPC G61852 G
2049-01-01
5.000000
16775168.00
17858694.32
Agency Mortgage-Backed Securities
03.000 FGPC J18446 G
2027-03-01
3.000000
1000000.00
257872.04
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
7729100.00
7702975.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
1.375000
135390400.00
131025144.20
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
232000000.00
232000000.00
0.0025
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.530000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JVLJ1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.626630
2000000.00
2021071.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.626630
5881922.00
5943891.50
Private Label Collateralized Mortgage Obligations
AMERICAN TOWER TR 2013-1-2 2A 20480315 3.0
2048-03-15
3.070000
4711051.00
4697879.69
Private Label Collateralized Mortgage Obligations
AMERICAN TOWER TR 2013-1-2 2A 20480315 3.0
2048-03-15
3.070000
40382.00
40269.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
8.035500
6699667.00
7836502.79
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
8.035500
8742133.00
10225545.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.826630
4970287.00
5016113.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.826630
10000000.00
10092201.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.726630
5140000.00
5640726.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.726630
11000000.00
12071594.72
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.526630
15667.00
17511.76
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.526630
3000000.00
3353244.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.726630
378797.00
418106.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.726630
18334.00
20236.62
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.726630
8872298.00
9793026.95
Private Label Collateralized Mortgage Obligations
FNMA REMIC TRUST 1997-33 PA 20270618 8.5
2027-06-18
8.500000
3467605.00
237746.31
Agency Collateralized Mortgage Obligation
ELEVATION CLO 2017-6 D 20290716 FLT
2029-07-16
6.246750
3622437.00
3620491.07
Asset-Backed Securities
EXETER AUTO RECV TR 2019-2 D 20250317 0.0
2025-03-17
3.710000
10884371.00
10938056.35
Asset-Backed Securities
TCW CLO 2017-1 LTD / TCW CLO 2017-1 LLC
549300BD6SSD2EBMCC95
2029-07-29
5.082380
4800000.00
4801973.65
Asset-Backed Securities
SANTANDER DRIVE AUTO 2015-1 E 20221017 4.2
2022-10-17
4.250000
35942938.00
36055828.78
Asset-Backed Securities
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
37838000.00
37493347.91
Asset-Backed Securities
BELLEMEADE RE LTD 2018-2 M-1C 20280825 FLT
2549002JVH34IWRT3X93
2028-08-25
4.076630
25253278.00
25100709.80
Asset-Backed Securities
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
17916392.00
18381120.37
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
3231537.00
3333934.99
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2017-2 E 20240715 4.6
2024-07-15
4.630000
1212000.00
1235622.08
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2015-1 D 20260318 6.6
2026-03-18
6.630000
27269339.00
27768122.48
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
38550000.00
36604034.55
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
2.900880
1.00
0.79
Asset-Backed Securities
LABRADOR AVIA FIN LTD 2016-1 B-1 20420115 FLT
2042-01-15
5.682000
1.00
0.88
Asset-Backed Securities
HARDEES FUND LLC 2018-1 A2-III 20480620 5.7
2048-06-20
5.710000
20000000.00
20826632.44
Asset-Backed Securities
DT AUTO OWNER TR 2016-2 D 20221115 5.4
2022-11-15
5.430000
27473.00
24942.29
Asset-Backed Securities
ING GROEP N V SR GLBL COCO 23
549300NYKK9MWM7GGW15
2023-10-02
3.599750
56.00
56.07
Corporate Debt Securities
INTESA SANPAOLO S P A SR 144A NT 48
2W8N8UU78PMDQKZENC08
2048-01-12
4.375000
9.00
7.71
Corporate Debt Securities
MARS INC DEL 3.875%39
54930073HKEO6GZBSS03
2039-04-01
3.875000
1.00
0.99
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 25
5493003STKEZ2S0RNU91
2025-07-15
3.950000
2806000.00
2859625.00
Corporate Debt Securities
PNC FINL SVCS GROUP INC PERP JR -O NT
CFGNEKW0P8842LEUIA51
2049-01-01
6.750000
1000.00
1080.44
Corporate Debt Securities
WOORI BK GLBL MEDIUM TERM SUB FR 5.125%080628
549300VUVMRL6RE7R376
2028-08-06
5.125000
38.00
41.04
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL 144A 46
2046-02-01
4.900000
915.00
936.99
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 48
213800TB53ELEUKM7Q61
2048-05-30
5.250000
660417.00
692397.69
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%23
HWUPKR0MPOU8FGXBT394
2023-05-03
2.400000
137000.00
137036.99
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT 39
549300CRGMZK3K53BF92
2039-01-23
5.450000
92.00
102.03
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C06 2M-2 20310325 FLT
2031-03-25
4.576630
8000000.00
7968330.06
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
6.576630
11457856.00
11721494.63
Private Label Collateralized Mortgage Obligations
ANGEL OAK MTG TR 2019-2 A-1 20490325 FLT
2049-03-25
3.628000
782629.00
777844.91
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT
2055-09-25
3.750000
19455000.00
17138606.64
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
22281000.00
20785400.25
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
4130000.00
4058289.66
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
6.026630
11382000.00
12218005.77
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.926630
8500000.00
9165756.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
7.226630
3306181.00
3638027.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.976630
10500000.00
10805240.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
4.976630
9000000.00
8500243.32
Private Label Collateralized Mortgage Obligations
CIM TR 2019 INV1
2049-02-25
4.000000
6000000.00
5989748.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.776630
7500000.00
7631620.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
6.626630
3466.00
3556.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.826630
2125000.00
2224374.05
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.483510
1.00
0.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.776630
15621000.00
15661698.46
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.926630
18811499.00
18951620.24
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2005-AR5 4A1 20351025 FLT
2035-10-25
4.384140
5.00
0.23
Private Label Collateralized Mortgage Obligations
JP MORGAN ALT LN TR 2006-S1 3-A-4 20360325 FLT
2036-03-25
6.180000
7399999.00
5137028.26
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 B3 20560625 FLT
2056-06-25
3.861810
209333.00
184861.21
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
5558000.00
5479825.19
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
10465000.00
9820091.47
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
9635000.00
8947896.57
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.876630
2107004.00
2149232.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.818390
17847000.00
16462203.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
8.826630
2649000.00
3147606.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA2 M-3 20281025 FLT
2028-10-25
7.126630
12792376.00
14214989.58
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
6.276630
8370021.00
9132493.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
5.726630
1047000.00
1118156.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
9.626630
17240000.00
19051090.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.976630
22057974.00
24718884.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
6.076630
2573061.00
2770045.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
7.276630
22027076.00
24942739.64
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2M-2 20300528 FLT
2030-05-28
4.976630
300000.00
305984.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
6.026630
2030685.00
2038324.06
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
4.726630
5000000.00
5048387.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.926630
230000.00
250176.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.726630
896682.00
961095.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.876630
22789.00
25410.01
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.476630
10344144.00
7854565.05
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
7.485500
17000000.00
19205696.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
6.326630
4550000.00
5018279.08
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
9718000.00
9214225.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
4.626630
2999998.00
3000355.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
6.176630
475000.00
480124.84
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.166500
787324.00
744639.77
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.459930
9308000.00
8894040.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1M-2 20300225 FLT
2030-02-25
5.126630
1784520.00
1837937.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.976630
25000000.00
26179489.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.926630
5045213.00
5398780.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
5.276630
7750000.00
8004239.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1M-2 20300528 FLT
2030-05-28
4.876630
6821660.00
6965698.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.926630
11972996.00
12621822.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.626630
41415608.00
41610387.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
5.326630
11710000.00
12106733.91
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
6.076630
8750000.00
9044468.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT
2030-01-25
4.676630
3500000.00
3550742.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
8.226630
660000.00
778167.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
6.126630
5000000.00
5385116.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.226630
18880234.00
19014640.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
8.026630
100000.00
77671.57
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.676630
19620849.00
19704351.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
6.476630
22740000.00
23243345.64
Private Label Collateralized Mortgage Obligations
United States Treasury
254900HROIFWPRGM1V77
2021-11-30
1.875000
200.00
199.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
1.375000
900.00
870.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.000000
1214000.00
1214909.19
U.S. Treasuries (including strips)
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0253
758000000.00
758000000.00
0.0082
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.550000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JVLL6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
United States Treasury
254900HROIFWPRGM1V77
2021-05-15
8.125000
334100.00
384760.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-05-15
8.125000
496700.00
572016.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
2.125000
100.00
100.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
2.125000
100.00
100.04
U.S. Treasuries (including strips)
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2021-04-13
2.500000
383000.00
384421.91
Agency Debentures and Agency Strips
PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF
2025-03-15
10.490500
8237368.00
7796678.81
Asset-Backed Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29
549300CRGMZK3K53BF92
2029-01-23
4.750000
218200.00
236113.92
Corporate Debt Securities
BANK OF MONTREAL FR 3.1%041321
NQQ6HPCNCCU6TUTQYE16
2021-04-13
3.100000
29924.00
30210.79
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 4.375%42
2042-09-01
4.375000
72000.00
77038.57
Corporate Debt Securities
CENTURYLINK INC SR NT-V 5.625%20
8M3THTGWLTYZVE6BBY25
2020-04-01
5.625000
19482000.00
19886860.31
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 25
2S72QS2UO2OESLG6Y829
2025-02-15
3.376000
1749000.00
1785874.75
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420
9ET6B8VCXWW51H8Z3M54
2020-09-14
2.600000
2000.00
2004.10
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC. SR NT 10%22
RLTHESQ0RNFQJWPBJN60
2022-12-01
10.000000
6222000.00
6821731.66
Corporate Debt Securities
MIDAMERICAN ENERGY CO 3.65%48
NINLOILYRTLIMK26MZ18
2048-08-01
3.650000
86000.00
83332.59
Corporate Debt Securities
MORGAN STANLEY FR 2.5%042121
IGJSJL3JD5P30I6NJZ34
2021-04-21
2.500000
4000.00
3977.34
Corporate Debt Securities
ORACLE CORP SR GLBL NT 4%46
1Z4GXXU7ZHVWFCD8TV52
2046-07-15
4.000000
80000.00
79818.93
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 45
INR2EJN1ERAN0W5ZP974
2045-11-03
4.450000
287000.00
325916.96
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 3.25%100424
969500TJ5KRTCJQWXH05
2024-10-04
3.250000
1317.00
1306.67
Corporate Debt Securities
DISH DBS CORP SR NT 6.75%21
2021-06-01
6.750000
2350000.00
2486153.12
Corporate Debt Securities
HUSKY ENERGY INC SR NT 4%24
2024-04-15
4.000000
25000.00
25593.17
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR NT 3.3%21
549300RPTUOIXG4LIH86
2021-11-18
3.300000
2000.00
2045.34
Corporate Debt Securities
PUGET SOUND ENERGY INC SR GLBL NT 48
8MNFJR7KOMBQ7X62LK44
2048-06-15
4.223000
29699.00
31494.19
Corporate Debt Securities
TMX FIN LLC/TITLEMAX FIN CORP SR SEC GLBL 23
2023-04-01
11.125000
20000000.00
19079236.12
Corporate Debt Securities
NORSK HYDRO A S SR GLBL DEB 27
OW6OFBNCKXC4US5C7523
2027-09-23
7.250000
31000.00
39832.56
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 28
HL3H1H2BGXWVG3BSWR90
2028-03-02
3.125000
2.00
1.98
Corporate Debt Securities
FLORIDA PWR & LT CO 1M BD 2.75%23
A89MY1K3YLIGJMYWVX50
2023-06-01
2.750000
74000.00
74973.98
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.4%48
54930070NSV60J38I987
2048-04-01
5.400000
1620330.00
1571250.21
Corporate Debt Securities
HEWLETT PACKARD ENTERPRISE CO SR GLBL NT6.2%35
549300BX44RGX6ANDV88
2035-10-15
6.200000
2000.00
2132.09
Corporate Debt Securities
MERCK & CO INC SR NT 2.8%23
4YV9Y5M8S0BRK1RP0397
2023-05-18
2.800000
1382000.00
1408202.72
Corporate Debt Securities
CONSOLIDATED EDISON CO N Y INC SR -2009 C DB 39
VZFZPMWDHTQCFKYOBP05
2039-12-01
5.500000
105000.00
127547.06
Corporate Debt Securities
ENERGY TRANSFER OPERATING LP SR GLBL NT 6%48
5493008K8W3OKZE54J59
2048-06-15
6.000000
24000.00
26480.16
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG 144A SR FL 144A NT 20
JHE42UYNWWTJB8YTTU19
2020-11-09
3.017000
3018.00
3040.99
Corporate Debt Securities
WELLS FARGO BANK NATL ASSN 3.325%21
KB1H1DSPRFMYMCUFXT09
2021-07-23
3.325000
1.00
1.01
Corporate Debt Securities
WISCONSIN ELEC PWR CO SR DEB 2.95%21
AENKIFMULUAWOUU8Q584
2021-09-15
2.950000
80000.00
80682.20
Corporate Debt Securities
PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23
549300VEJMMZCY6OBU06
2023-10-01
8.375000
11000000.00
11376711.81
Corporate Debt Securities
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
8.476630
1416881.00
1577581.26
Private Label Collateralized Mortgage Obligations
United States Treasury
254900HROIFWPRGM1V77
2019-06-06
0.00
3418700.00
3410290.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-08-15
8.125000
4130300.00
4265212.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-15
8.750000
25788000.00
28320374.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
6.000000
6200.00
7650.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
313700.00
599286.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2037-05-15
5.000000
200.00
269.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-05-15
4.500000
429100.00
549426.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-13
0.00
100.00
99.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-27
0.00
100.00
99.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
665500.00
663250.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-02
0.00
42120400.00
41439860.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
2.375000
2261100.00
2275604.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-30
2.125000
1000.00
997.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-30
1.875000
960100.00
957748.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-12-31
1.625000
65000.00
64987.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-31
1.250000
100.00
99.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
2.375000
8183600.00
8201467.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
2.500000
500.00
505.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-31
2.750000
1100.00
1131.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
1000.00
1034.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
2.625000
100.00
100.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
2.625000
100.00
102.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
99.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-11-30
1.750000
10600.00
10631.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
2.000000
245200.00
245261.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-31
1.435190
736200.00
740335.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-31
2.500000
1808100.00
1832251.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-15
2.250000
1144700.00
1148396.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
2.500000
203000.00
283776.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-05-15
4.250000
3372600.00
4194303.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
4.375000
41600.00
52721.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
3.000000
2000.00
2026.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-15
1.500000
21052800.00
20924984.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-15
1.500000
258700.00
256634.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-15
7.500000
1300.00
1687.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
7.625000
11500.00
14910.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.000000
1340700.00
1341704.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-11-30
1.000000
301900.00
300615.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-15
2.500000
39600.00
40113.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-15
2.625000
4825100.00
4866624.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-15
2.625000
500.00
507.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
4100.00
4807.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-15
3.625000
8100.00
8342.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-15
0.875000
15900.00
15919.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
59000.00
59032.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.500000
811800.00
797989.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
0.125000
100.00
107.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-15
3.125000
11200.00
11361.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
1.375000
195500.00
193425.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
0.625000
33000.00
35431.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-15
1.250000
100.00
117.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
2.000000
34860400.00
34773082.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-15
1.625000
3636900.00
3618865.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-30
2.125000
377700.00
379061.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
1.625000
4786600.00
4761222.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-31
1.250000
1935300.00
1943218.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-30
1.750000
2250300.00
2227934.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
2.020860
100.00
100.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
1.375000
50247600.00
48627517.44
U.S. Treasuries (including strips)
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0255
287000000.00
287000000.00
0.0031
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.430000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JVLR3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3666 M
549300M8ZYFG0OCMTT87
2046-05-20
5.000000
502613.00
196560.44
Agency Mortgage-Backed Securities
GNII SF MA3667 M
549300M8ZYFG0OCMTT87
2046-05-20
5.500000
465000.00
184839.61
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
15778032.00
12129120.80
Agency Mortgage-Backed Securities
GNII SF MA4264 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
4648872.00
2511117.88
Agency Mortgage-Backed Securities
GNII SF MA4320 M
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
2970000.00
2314496.17
Agency Mortgage-Backed Securities
GNII SF MA3596 M
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
305918000.00
197296686.20
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
3866624.00
2148950.99
Agency Mortgage-Backed Securities
GNII SF MA3375 M
549300M8ZYFG0OCMTT87
2046-01-20
3.000000
96695700.00
61128201.83
Agency Mortgage-Backed Securities
GNII SF MA4381 M
549300M8ZYFG0OCMTT87
2047-04-20
3.000000
110000.00
87233.54
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
10720560.00
8769308.25
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0701
B1V7KEBTPIMZEU4LTD58
2021-02-01
4.500000
197212.00
12437.34
Agency Mortgage-Backed Securities
GNMI SF 793315 X
549300M8ZYFG0OCMTT87
2042-03-15
2.990000
586738.00
96661.44
Agency Mortgage-Backed Securities
GNII SF MA1521 M
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
375000.00
128360.67
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0073
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.500000
342200.00
13538.90
Agency Mortgage-Backed Securities
GNII SF 004370 M
549300M8ZYFG0OCMTT87
2039-02-20
5.500000
2600000.00
135069.01
Agency Mortgage-Backed Securities
GNII SF 004396 M
549300M8ZYFG0OCMTT87
2039-03-20
4.000000
360000.00
64400.04
Agency Mortgage-Backed Securities
GNII SF 004222 M
549300M8ZYFG0OCMTT87
2038-08-20
6.000000
35357184.00
1160770.85
Agency Mortgage-Backed Securities
GNII SF AG3287 C
549300M8ZYFG0OCMTT87
2044-07-20
4.000000
12650512.00
3243071.83
Agency Mortgage-Backed Securities
GNII SF AT9475 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
1463960.00
1259853.06
Agency Mortgage-Backed Securities
GNMI SF AV9680 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
500050.00
430907.61
Agency Mortgage-Backed Securities
GNMI SF BC2040 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
114206.00
84550.76
Agency Mortgage-Backed Securities
GNII SF BC4802 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
4000000.00
3951108.24
Agency Mortgage-Backed Securities
GNMI SF BG7903 X
549300M8ZYFG0OCMTT87
2048-05-15
4.000000
664090.00
640761.12
Agency Mortgage-Backed Securities
GNMI SF BJ2876 X
549300M8ZYFG0OCMTT87
2048-11-15
5.500000
1679702.00
1789961.20
Agency Mortgage-Backed Securities
GNII JM MA5390 M
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
300000.00
260130.35
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
76943488.00
79985013.92
Agency Mortgage-Backed Securities
GNII SF AO1103 C
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
640000.00
440971.88
Agency Mortgage-Backed Securities
GNII SF BB4838 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1063776.00
933762.26
Agency Mortgage-Backed Securities
GNMI SF 678647 X
549300M8ZYFG0OCMTT87
2039-11-15
4.000000
634989.00
371340.05
Agency Mortgage-Backed Securities
GNII SF 004518 M
549300M8ZYFG0OCMTT87
2039-08-20
4.000000
90000.00
18201.46
Agency Mortgage-Backed Securities
GNII SF 004774 M
549300M8ZYFG0OCMTT87
2040-08-20
6.000000
151472.00
13194.18
Agency Mortgage-Backed Securities
GNII SF 005063 M
549300M8ZYFG0OCMTT87
2041-05-20
6.000000
130770.00
13194.17
Agency Mortgage-Backed Securities
06.500 FGPC C91013 G
2027-01-01
6.500000
733445.00
52016.91
Agency Mortgage-Backed Securities
03.000 FGPC T61431 G
2042-11-01
3.000000
41900000.00
18035974.79
Agency Mortgage-Backed Securities
04.000 FGPC A95406 G
2040-12-01
4.000000
24998304.00
5641538.30
Agency Mortgage-Backed Securities
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2038-03-01
5.000000
326279.00
9109.40
Agency Mortgage-Backed Securities
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2046-06-01
3.000000
13430000.00
10391583.03
Agency Mortgage-Backed Securities
05.500 FGPC C90902 G
2025-06-01
5.500000
1247832.00
39659.14
Agency Mortgage-Backed Securities
06.000 FGPC G30357 G
2027-09-01
6.000000
901502.00
36171.82
Agency Mortgage-Backed Securities
05.500 FGPC A41543 G
2035-11-01
5.500000
779242.00
26640.59
Agency Mortgage-Backed Securities
GNMI SF 738240 X
549300M8ZYFG0OCMTT87
2041-04-15
5.000000
109231.00
20343.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9933
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.422670
2374120.00
2545442.92
Agency Mortgage-Backed Securities
FNMS 02.500 CIAX4302
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.500000
2367448.00
1480698.62
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8631
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.513330
629996.00
645402.67
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2030-06-01
3.720000
13082000.00
13571354.01
Agency Mortgage-Backed Securities
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2047-01-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2021-05-01
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Agency Mortgage-Backed Securities
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2048-02-01
4.000000
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2031-03-01
8.000000
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6289.20
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2042-10-01
3.000000
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2042-06-01
3.500000
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40273493.12
Agency Mortgage-Backed Securities
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2042-09-01
3.000000
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B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
2855000.00
104979.26
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2047-11-20
3.500000
647282.00
579138.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8979
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.686000
61528400.00
22388284.16
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2046-05-20
5.000000
1278104.00
564957.38
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2039-04-01
3.500000
5048912.00
5138426.40
Agency Mortgage-Backed Securities
GNMI SF 766918 X
549300M8ZYFG0OCMTT87
2042-02-15
3.500000
843000.00
335545.65
Agency Mortgage-Backed Securities
GNII JM MA2512 M
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
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2698286.52
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2029-01-01
4.500000
3576988.00
3564586.83
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2022-04-01
5.500000
1500000.00
63464.95
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2036-12-01
6.000000
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312936.58
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
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138561.30
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
400000.00
385747.60
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
18272096.00
18571965.26
Agency Mortgage-Backed Securities
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2048-05-01
4.000000
3387896.00
3481790.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6442
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.541000
1111614.00
1110307.05
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
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10175447.71
Agency Mortgage-Backed Securities
GNMI SF 589334 X
549300M8ZYFG0OCMTT87
2022-09-15
7.500000
2536592.00
56445.70
Agency Mortgage-Backed Securities
GNII SF 003426 M
549300M8ZYFG0OCMTT87
2033-07-20
4.000000
962000.00
79015.66
Agency Mortgage-Backed Securities
GNII SF 005313 M
549300M8ZYFG0OCMTT87
2027-01-20
2.500000
210000.00
52073.13
Agency Mortgage-Backed Securities
GNII SF BL6598 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
2290792.00
2403661.61
Agency Mortgage-Backed Securities
GNII SF AN7808 C
549300M8ZYFG0OCMTT87
2045-06-20
4.000000
1315094.00
806642.06
Agency Mortgage-Backed Securities
GNII SF AN7789 C
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
1733128.00
1281382.17
Agency Mortgage-Backed Securities
GNII SF BJ9618 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1001410.00
1060082.61
Agency Mortgage-Backed Securities
GNII SF BK2748 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
3388388.00
3599947.45
Agency Mortgage-Backed Securities
GNII SF AO8363 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
2500000.00
1403032.32
Agency Mortgage-Backed Securities
06.000 FGPC G05906 G
2040-04-01
6.000000
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69398.26
Agency Mortgage-Backed Securities
04.500 FGPC G14550 G
2026-09-01
4.500000
2097000.00
232550.18
Agency Mortgage-Backed Securities
05.000 FGPC A41610 G
2036-01-01
5.000000
356609.00
14510.02
Agency Mortgage-Backed Securities
05.000 FGPC A46224 G
2035-07-01
5.000000
530000.00
21820.92
Agency Mortgage-Backed Securities
GNII SF 005057 M
549300M8ZYFG0OCMTT87
2041-05-20
5.500000
2275920.00
290096.48
Agency Mortgage-Backed Securities
GNMI SF 723460 X
549300M8ZYFG0OCMTT87
2024-12-15
4.000000
10000000.00
1214411.81
Agency Mortgage-Backed Securities
06.000 FGPC G04613 G
2038-08-01
6.000000
1159746.00
37816.31
Agency Mortgage-Backed Securities
06.500 FGPC A52166 G
2036-09-01
6.500000
11509568.00
533665.97
Agency Mortgage-Backed Securities
FMAR 2B0343 G
2042-04-01
4.118000
71176960.00
3530923.57
Agency Mortgage-Backed Securities
05.000 FGPC G05933 G
2040-07-01
5.000000
5600000.00
1178034.42
Agency Mortgage-Backed Securities
GNMI SF 737416 X
549300M8ZYFG0OCMTT87
2025-09-15
3.500000
46561.00
5951.38
Agency Mortgage-Backed Securities
03.500 FGPC G08572 G
2044-02-01
3.500000
2645000.00
1136542.57
Agency Mortgage-Backed Securities
05.500 FGPC G02608 G
2037-02-01
5.500000
600000.00
10452.68
Agency Mortgage-Backed Securities
06.000 FGPC G04540 G
2038-08-01
6.000000
1250000.00
197616.20
Agency Mortgage-Backed Securities
06.500 FGPC C35683 G
2030-01-01
6.500000
999998.00
6023.04
Agency Mortgage-Backed Securities
05.500 FGPC A37553 G
2035-08-01
5.500000
422233.00
16501.00
Agency Mortgage-Backed Securities
07.000 FGPC C67699 G
2032-06-01
7.000000
306172.00
9793.34
Agency Mortgage-Backed Securities
05.500 FGPC G30387 G
2028-02-01
5.500000
930000.00
31702.35
Agency Mortgage-Backed Securities
05.000 FGPC G30551 G
2027-09-01
5.000000
9929680.00
830248.83
Agency Mortgage-Backed Securities
04.000 FGPC D99172 G
2032-05-01
4.000000
2223920.00
825821.75
Agency Mortgage-Backed Securities
GNMI SF 748382 X
549300M8ZYFG0OCMTT87
2042-02-15
4.000000
1590292.00
385472.00
Agency Mortgage-Backed Securities
GNMI SF 753864 X
549300M8ZYFG0OCMTT87
2026-02-15
3.500000
80238.00
12478.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5462
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
50763328.00
49829774.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW0302
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
16440160.00
8996877.51
Agency Mortgage-Backed Securities
FNMS 06.000 CL663185
B1V7KEBTPIMZEU4LTD58
2032-09-01
6.000000
1000100.00
6325.46
Agency Mortgage-Backed Securities
FNMS 06.500 CT725486
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.500000
24923584.00
415993.58
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0171
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.000000
125000.00
102605.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ8621
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.694000
2452900.00
1444904.06
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6980
B1V7KEBTPIMZEU4LTD58
2024-10-01
3.472000
2874000.00
2755049.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5419
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.234330
4985690.00
4936597.93
Agency Mortgage-Backed Securities
04.000 FGPC Q57174 G
2048-07-01
4.000000
37310848.00
37461797.58
Agency Mortgage-Backed Securities
04.500 FGPC C90681 G
2023-04-01
4.500000
1050148.00
28442.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI7854
B1V7KEBTPIMZEU4LTD58
2041-08-01
3.544000
6000000.00
738176.04
Agency Mortgage-Backed Securities
05.000 FGPC Q60433 G
2048-12-01
5.000000
48563328.00
49106682.22
Agency Mortgage-Backed Securities
05.000 FGPC Q61907 G
2049-03-01
5.000000
1112746.00
1190948.99
Agency Mortgage-Backed Securities
03.500 FGPC Q43083 G
2046-09-01
3.500000
42000000.00
37928078.25
Agency Mortgage-Backed Securities
04.000 FGPC Q53644 G
2048-01-01
4.000000
2815848.00
2665690.41
Agency Mortgage-Backed Securities
04.000 FGPC Q55474 G
2048-04-01
4.000000
3419370.00
3502063.21
Agency Mortgage-Backed Securities
07.500 FGPC C60148 G
2031-11-01
7.500000
5775360.00
24908.84
Agency Mortgage-Backed Securities
02.500 FGPC J22964 G
2028-03-01
2.500000
5535048.00
1670916.67
Agency Mortgage-Backed Securities
FMAR 2B4576 G
2045-08-01
2.680000
6131120.00
4114737.08
Agency Mortgage-Backed Securities
03.500 FGPC Q18757 G
2043-05-01
3.500000
11673.00
5325.50
Agency Mortgage-Backed Securities
07.000 FGPC H09190 G
2038-09-01
7.000000
7164096.00
348262.05
Agency Mortgage-Backed Securities
GNMI SF 617667 X
549300M8ZYFG0OCMTT87
2022-08-15
6.000000
1781654.00
100240.48
Agency Mortgage-Backed Securities
GNII JM MA3098 M
549300M8ZYFG0OCMTT87
2045-08-20
4.000000
435000.00
81397.33
Agency Mortgage-Backed Securities
05.500 FGPC G05899 G
2040-05-01
5.500000
100000000.00
17897359.86
Agency Mortgage-Backed Securities
GNMI SF 728924 X
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
280526.00
36211.26
Agency Mortgage-Backed Securities
06.000 FGPC G04710 G
2038-09-01
6.000000
754000.00
29075.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI0599
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.410000
28636992.00
1474865.71
Agency Mortgage-Backed Securities
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0243
825000000.00
825000000.00
0.0089
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.630000%
549300LCO2FLSSVFFR64
0000050916
ARP0JVMB7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNRM CL008A1 R14M008
2024-06-25
2.346000
5894138.00
3480532.28
Agency Collateralized Mortgage Obligation
FNRM RC099TG R16F099
2036-03-25
3.250000
7661352.00
4952917.58
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-10-25
2.977000
17180009.00
13420833.39
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2023-01-15
1.750000
25253268.00
5192268.26
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-06-15
3.500000
1990232.00
1916565.48
Agency Collateralized Mortgage Obligation
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
6488310.00
6607821.84
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
2072038.00
2122231.61
Agency Mortgage-Backed Securities
03.500 FGPC G61662 G
2048-02-01
3.500000
8428708.00
8192440.88
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
2048-10-01
4.500000
1164005.00
1137212.45
Agency Mortgage-Backed Securities
VIACOM INC NEW SR GLBL NT 43
X0ST5BPF0CZG9FE5OV61
2043-03-15
4.375000
4895000.00
4459192.03
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT3.5%22
549300EJG376EN5NQE29
2022-07-20
3.500000
3114000.00
3178964.96
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT2.5%22
R4PP93JZOLY261QX3811
2022-08-01
2.500000
7439399.00
7394394.77
Corporate Debt Securities
AT&T INC SR GLBL NT5.7%57
549300Z40J86GGSTL398
2057-03-01
5.700000
486000.00
550633.95
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 6.15%080737
3C7474T6CDKPR9K6YT90
2037-08-07
6.150000
100000.00
109558.92
Corporate Debt Securities
FEDEX CORP SR NT 3.9%35
549300E707U7WNPZN687
2035-02-01
3.900000
500000.00
477280.83
Corporate Debt Securities
FEDEX CORP SR GLBL NT 45
549300E707U7WNPZN687
2045-11-15
4.750000
500000.00
506510.42
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 26
UDSQCVRUX5BONN0VY111
2026-01-08
4.389000
854000.00
846548.57
Corporate Debt Securities
ENERGY TRANSFER PRTNRS L P SR GLBL NT5.3%47
5493008K8W3OKZE54J59
2047-04-15
5.300000
115000.00
114942.31
Corporate Debt Securities
EXELON CORP SR GLBL NT3.4%26
3SOUA6IRML7435B56G12
2026-04-15
3.400000
134000.00
134355.99
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 3.25%23
L2Z2MO2EQURH3BREWI15
2023-04-01
3.250000
990000.00
990928.68
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 25
L2Z2MO2EQURH3BREWI15
2025-03-15
3.450000
170000.00
168784.92
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT4.8%45
I1BZKREC126H0VB1BL91
2045-12-15
4.800000
378000.00
412564.32
Corporate Debt Securities
ERP OPER LTD PARTNERSHIP SR NT 3.375%25
DX5HQV5MLU50FEWZ5072
2025-06-01
3.375000
1015000.00
1047905.03
Corporate Debt Securities
EMERA US FINANCE LP SR GLBL NT 46
2046-06-15
4.750000
165000.00
171635.06
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 21
213800ITMMKU4Z7I4F78
2021-05-10
1.875000
595000.00
591765.68
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 4%45
5493002KF87V5RSRQS84
2045-11-20
4.000000
3422000.00
3581902.46
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD3.2%24
C7PVKCRGLG18EBQGZV36
2024-05-16
3.200000
1860000.00
1939678.27
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 41
HL3H1H2BGXWVG3BSWR90
2041-11-15
4.375000
900000.00
906580.88
Corporate Debt Securities
PROGRESS ENERGY INC SR GLBL NT 7%31
549300FBMTW0JYWMNB26
2031-10-30
7.000000
1393000.00
1820344.54
Corporate Debt Securities
PROLOGIS SR GLBL NT 25
GL16H1DHB0QSHP25F723
2025-11-01
3.750000
255000.00
270638.09
Corporate Debt Securities
NEW BRUNSWICK PROV CDA SR GLBL BD 28
549300POZA55ZTGSOU44
2028-02-24
3.625000
90000.00
94731.82
Corporate Debt Securities
NEWFOUNDLAND PROV CDA SR DEB 9%21
549300CLWWW48GTPOJ49
2021-10-15
9.000000
2000.00
2287.28
Corporate Debt Securities
NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29
2029-03-04
4.750000
6850000.00
6723722.15
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR AMRTZ DEB 19
5493002W033HJBDP3481
2019-07-01
8.875000
15000.00
15600.55
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR DEB 9.125%21
5493002W033HJBDP3481
2021-05-01
9.125000
10000.00
11673.62
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR DEB 8.75%22
5493002W033HJBDP3481
2022-04-01
8.750000
13000.00
15191.91
Corporate Debt Securities
MERCK & CO INC SR NT 3.7%45
4YV9Y5M8S0BRK1RP0397
2045-02-10
3.700000
2400000.00
2362037.33
Corporate Debt Securities
MOLSON COORS BREWING CO SR GLBL NT 3%26
54930073LBBH6ZCBE225
2026-07-15
3.000000
2000000.00
1933720.00
Corporate Debt Securities
ACE CAP TR II JR SB DEB 9.7%30
2030-04-01
9.700000
2000000.00
2775627.78
Corporate Debt Securities
ALTRIA GROUP INC GTD SR NT 4.5%43
XSGZFLO9YTNO9VCQV219
2043-05-02
4.500000
750000.00
696375.00
Corporate Debt Securities
ALTRIA GROUP INC 4.4%26
XSGZFLO9YTNO9VCQV219
2026-02-14
4.400000
561.00
583.70
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT6.2%59
XSGZFLO9YTNO9VCQV219
2059-02-14
6.200000
1000000.00
1090318.89
Corporate Debt Securities
SOUTHERN CO SR GLBL NT4.4%46
549300FC3G3YU2FBZD92
2046-07-01
4.400000
1000000.00
1014094.45
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR GLBL NT6.5%38
549300W70ZOQDVLCHY06
2038-06-15
6.500000
800000.00
1035004.00
Corporate Debt Securities
AON PLC SR NT 4.25%42
VVT2B79I2Z4U3R6BY589
2042-12-12
4.250000
142000.00
137825.44
Corporate Debt Securities
AON PLC SR GLBL NT 25
VVT2B79I2Z4U3R6BY589
2025-12-15
3.875000
1641000.00
1719753.64
Corporate Debt Securities
AT&T INC SR GLBL NT 24
549300Z40J86GGSTL398
2024-04-01
4.450000
1894000.00
2004391.26
Corporate Debt Securities
QUALCOMM INC SR NT 4.65%35
H1J8DDZKZP6H7RWC0H53
2035-05-20
4.650000
400000.00
442738.67
Corporate Debt Securities
QUEBEC PROV CDA SR AMZ DEB7.5%23
549300WN65YFEQH74Y36
2023-07-15
7.500000
70000.00
84729.75
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR GLBL FL NT 23
2138005O9XJIJN4JPN90
2023-05-15
4.153750
700000.00
708269.55
Corporate Debt Securities
SASKATCHEWAN PROV CDA SR DEB 8.5%22
549300FKDIB7OJMBSP83
2022-07-15
8.500000
36000.00
42935.82
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 4.375%45
213800ITMMKU4Z7I4F78
2045-05-11
4.375000
450000.00
493815.69
Corporate Debt Securities
CROWN CASTLE INTL CORP NEW SR GLBL NT 27
54930012H97VSM0I2R19
2027-09-01
3.650000
110939.00
110193.71
Corporate Debt Securities
D R HORTON INC SR GLBL NT 22
529900ZIUEYVSB8QDD25
2022-09-15
4.375000
1000000.00
1029118.75
Corporate Debt Securities
DARDEN RESTAURANTS INC SR GLBL NT 27
CY1NFSCCB5GUXC7WZC70
2027-05-01
3.850000
2692000.00
2764692.22
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 4.95%42
L2Z2MO2EQURH3BREWI15
2042-05-15
4.950000
400000.00
387635.00
Corporate Debt Securities
WELLTOWER INC SR GLBL NT 28
T6IZ0MBEG5ACZDTR7D06
2028-04-15
4.250000
2799000.00
2891033.45
Corporate Debt Securities
WEST VA UNIV HEALTH SYS OBLIGA SR -B BD4.924%48
2048-06-01
4.924000
5356006.00
5949825.79
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL FL NT 21
EN5TNI6CI43VEPAMHL14
2021-05-13
3.688000
30000.00
30648.85
Corporate Debt Securities
WILLIS-KNIGHTON MED CTR SR GLBL SINK 48
2048-09-01
4.813000
110000.00
121572.88
Corporate Debt Securities
ONTARIO TEACHERS FINANCE TRUST SR GLBL REGS 21
635400ZZE5J8OXXBBY26
2021-04-16
2.750000
1756000.00
1765885.30
Corporate Debt Securities
VIACOM INC NEW SR DEB 5.85%43
X0ST5BPF0CZG9FE5OV61
2043-09-01
5.850000
363000.00
401680.37
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR GLBL A NT6%37
CQKUMNNZVDJLRYV2PT43
2037-05-15
6.000000
750000.00
931942.50
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.45%021323
PBLD0EJDB5FWOLXP3B76
2023-02-13
3.450000
12000.00
12204.47
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.125%081523
PBLD0EJDB5FWOLXP3B76
2023-08-15
4.125000
13000.00
13533.83
Corporate Debt Securities
WELLS FARGO CAP X EXT JR SB NT 86
2086-12-01
5.950000
21569000.00
24774422.96
Corporate Debt Securities
UNITED TECHNOLOGIES CORP SR GLBL NT 46
I07WOS4YJ0N7YRFE7309
2046-11-01
3.750000
700000.00
656758.08
Corporate Debt Securities
UNITED TECHNOLOGIES CORP 3.35%21
I07WOS4YJ0N7YRFE7309
2021-08-16
3.350000
973086.00
990928.61
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR NT 4.375%42
549300GHBMY8T5GXDE41
2042-03-15
4.375000
750000.00
783194.06
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 25
549300GHBMY8T5GXDE41
2025-07-15
3.750000
1470000.00
1543246.42
Corporate Debt Securities
VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26
32SXKSJ72K64GM3HOU64
2026-01-15
4.125000
650000.00
677248.81
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL 144A 28
549300506SI9CRFV9Z86
2028-01-09
4.282000
7837000.00
8099561.71
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR GLBL NT3.9%26
5493006LL0CKP8WQW329
2026-07-15
3.900000
235000.00
236928.18
Corporate Debt Securities
SUTTER HEALTH SR GLBL 2018A 48
549300MJCC12LU768G81
2048-08-15
4.091000
7008000.00
7083917.08
Corporate Debt Securities
TIME WARNER INC SR GLBL DEB 44
5493004RSX004WU3UT62
2044-06-01
4.650000
111000.00
110915.18
Corporate Debt Securities
TOLEDO HOSPITAL TAX BD 2018B 28
5493009DCR7NWV6K4T34
2028-11-15
5.325000
2915000.00
3160444.21
Corporate Debt Securities
CVS HEALTH CORP 4.78%38
549300EJG376EN5NQE29
2038-03-25
4.780000
10000000.00
9763272.22
Corporate Debt Securities
CA INC 3.6%22
Y7ET3D9SDOFUZ515FE28
2022-08-15
3.600000
1093000.00
1107963.17
Corporate Debt Securities
CANTOR FITZGERALD SR GLBL 144A 22
549300RLUEEVQEMX0450
2022-06-17
6.500000
1236000.00
1349766.25
Corporate Debt Securities
CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23
LKE37K2B8CFZUR7F9816
2023-02-15
3.375000
2000000.00
2015482.50
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.7%080921
EDBQKYOPJUCJKLOJDE72
2021-08-09
1.700000
632000.00
620014.12
Corporate Debt Securities
CITIGROUP INC SB GLBL NT4.4%25
6SHGI4ZSSLCXXQSBB395
2025-06-10
4.400000
10860000.00
11493258.67
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 24
2024-01-15
3.625000
1515000.00
1516822.42
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 4.375%42
2042-09-01
4.375000
500000.00
534990.07
Corporate Debt Securities
CDP FINANCIAL INC. GTD SR NT 144A39
549300OXMGVYFCBFV096
2039-11-25
5.600000
353000.00
452387.54
Corporate Debt Securities
CDP FINANCIAL INC. GTD SR NT 144A19
549300OXMGVYFCBFV096
2019-11-25
4.400000
1510000.00
1554174.21
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 2.7%072022
VBHFXSYT7OG62HNT8T76
2022-07-20
2.700000
1337000.00
1335395.60
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49
549300RLHFT5RU20WM87
2049-01-15
4.250000
54171.00
57112.92
Corporate Debt Securities
HYUNDAI CAP SVCS INC FR 3%082922
549300MALMDAGL2ZJJ27
2022-08-29
3.000000
75000.00
74476.25
Corporate Debt Securities
ENBRIDGE INC SR GLBL NT4.5%44
98TPTUM4IVMFCZBCUR27
2044-06-10
4.500000
1195000.00
1233825.55
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
900000.00
905245.75
Corporate Debt Securities
MORGAN STANLEY VR 072417-072222
IGJSJL3JD5P30I6NJZ34
2022-07-22
3.521500
1700000.00
1713672.34
Corporate Debt Securities
MORGAN STANLEY VR 102416-102423
IGJSJL3JD5P30I6NJZ34
2023-10-24
3.981130
2722000.00
2775224.69
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 20
549300PDHUGWPWGOT525
2020-02-15
6.850000
299000.00
312305.75
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 25
5493003STKEZ2S0RNU91
2025-07-15
3.950000
898000.00
915161.53
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR GLBL NT 27
549300PPXHEU2JF0AM85
2027-01-11
3.750000
1679000.00
1683674.61
Corporate Debt Securities
LOWES COS INC SR NT 4.65%42
WAFCR4OKGSC504WU3E95
2042-04-15
4.650000
400000.00
408191.00
Corporate Debt Securities
MANITOBA PROV CDA SR DEB 8.8%20
5493003QILFOB3JRKE30
2020-01-15
8.800000
140000.00
149470.53
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 2.75%120920
UE2136O97NLB5BYP9H04
2020-12-09
2.750000
897000.00
907244.49
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT3.8%25
ENYF8GB5SMQZ25S06U51
2025-11-15
3.800000
100000.00
103960.67
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 8.25%27
6THEVG93PYJH84S4D167
2027-01-15
8.250000
3500000.00
4780798.75
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 9.4%21
6THEVG93PYJH84S4D167
2021-02-01
9.400000
70000.00
79540.22
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 8.4%22
6THEVG93PYJH84S4D167
2022-01-15
8.400000
1539000.00
1796767.11
Corporate Debt Securities
INDIANTOWN COGENERATION L P 1ST MTG 9.77%20
2020-12-15
9.770000
100000.00
14338.05
Corporate Debt Securities
BLACK HILLS CORP SR GLBL NT 27
3MGELCRSTNSAMJ962671
2027-01-15
3.150000
305000.00
296206.09
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP 4.5%28
BVHHEFJI6SHNOKQT2572
2028-12-01
4.500000
1547000.00
1681380.16
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR BD 6.5%26
54930058TO7MEKUHWL16
2026-01-15
6.500000
3000.00
3687.98
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR GLBL-BCUSG926
54930058TO7MEKUHWL16
2026-06-02
2.250000
3029000.00
2973266.40
Corporate Debt Securities
BMW US CAP LLC SR GLBL 144A 21
KK5MZM9DIXLXZL9DZL15
2021-04-11
2.000000
270000.00
266596.80
Corporate Debt Securities
BPCE S A FR 3.25%011128
9695005MSX1OYEMGDF46
2028-01-11
3.250000
250000.00
247452.57
Corporate Debt Securities
BANK AMER CORP FR 5%051321
9DJT3UXIJIZJI4WXO774
2021-05-13
5.000000
25000.00
26676.11
Corporate Debt Securities
BANK AMER CORP FR 4%012225
9DJT3UXIJIZJI4WXO774
2025-01-22
4.000000
585000.00
604567.60
Corporate Debt Securities
BANK NEW YORK MTN BK ENT SR NT 3.55%21
WFLLPEPC7FZXENRZV188
2021-09-23
3.550000
6078000.00
6218454.14
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 6.4%20
ODVCVCQG2BP6VHV36M30
2020-12-15
6.400000
1240000.00
1338294.80
Corporate Debt Securities
ANALOG DEVICES INC SR GLBL NT3.5%26
GYVOE5EZ4GDAVTU4CQ61
2026-12-05
3.500000
175000.00
177171.26
Corporate Debt Securities
APPLIED MATLS INC SR GLBL NT3.9%25
41BNNE1AFPNAZELZ6K07
2025-10-01
3.900000
285000.00
300267.93
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 3.45%060125
K9G90K85RBWD2LAGQX17
2025-06-01
3.450000
1245000.00
1290777.61
Corporate Debt Securities
AXA EQUITABLE HLDGS INC SR GLBL NT 5%48
549300FIBAKMNHPZ4009
2048-04-20
5.000000
240000.00
236663.73
Corporate Debt Securities
BAT CAP CORP 22
2138005GYEXN7XRHFA84
2022-08-15
3.563750
990000.00
992183.43
Corporate Debt Securities
AT&T INC 5.15%46
549300Z40J86GGSTL398
2046-11-15
5.150000
803000.00
855664.09
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT4.5%45
549300WTZWR07K8MNV44
2045-02-01
4.500000
114000.00
115234.05
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 5.75%22
784F5XWPLTWKTBV3E584
2022-01-24
5.750000
1442000.00
1567862.57
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT3.5%26
784F5XWPLTWKTBV3E584
2026-11-16
3.500000
155000.00
155017.74
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 26
MLU0ZO3ML4LN2LL2TL39
2026-11-23
4.375000
765000.00
800052.19
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 19
UDSQCVRUX5BONN0VY111
2019-05-03
2.021000
2102000.00
2122802.62
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 3.373%111525
549300G6UZOB126GBY72
2025-11-15
3.373000
5543000.00
5479142.32
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
3051000.00
2860706.60
Corporate Debt Securities
PROSPECT CAP CORP FR 5.75%021521
549300FSD8T39P5Q0O47
2021-02-15
5.750000
15000.00
15156.59
Corporate Debt Securities
DEUTSCHE BK AG VR 051216-051019
7LTWFZYICNSX8D621K86
2019-05-10
4.607000
1500000.00
1515956.67
Corporate Debt Securities
DISNEY WALT CO 6.65%37
549300GZKULIZ0WOW665
2037-11-15
6.650000
3659546.00
5030937.48
Corporate Debt Securities
WELLS FARGO & CO FR 3.75%012424
PBLD0EJDB5FWOLXP3B76
2024-01-24
3.750000
65000.00
67378.35
Corporate Debt Securities
VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 4%28
32SXKSJ72K64GM3HOU64
2028-03-01
4.000000
12693.00
12915.45
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 26
549300WV6GIDOZJTV909
2026-04-15
4.250000
1675440.00
1654382.05
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE FR 6%122837
2037-12-28
6.000000
10000.00
8003.33
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.125%051534
3C7474T6CDKPR9K6YT90
2034-05-15
4.125000
1000.00
891.47
Corporate Debt Securities
BANK AMER CORP FR 4.078%042340
9DJT3UXIJIZJI4WXO774
2040-04-23
4.078000
250000.00
249825.74
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT28
784F5XWPLTWKTBV3E584
2028-06-06
0.424000
50000.00
37998.80
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC SR GLBL FL NT 21
353800V2V8PUY9TK3E06
2021-09-13
3.668250
5219000.00
5310119.06
Corporate Debt Securities
United States Treasury
254900HROIFWPRGM1V77
2021-05-15
3.125000
4254700.00
4384843.23
U.S. Treasuries (including strips)
Y
2019-06-04
2019-06-04
2019-07-24
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0261
250010565.00
250010565.00
0.0027
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.520000%
549300LCO2FLSSVFFR64
0000050916
ARP0JVMO9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-10-25
2.977000
310455.00
242524.02
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F51 A 20250825 FLT
2025-08-25
2.894500
50000000.00
49365140.01
Agency Collateralized Mortgage Obligation
GNRM 2010-163 MA
549300M8ZYFG0OCMTT87
2038-01-16
2.750000
190737310.00
5290232.97
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-09-15
3.500000
540592.00
480874.94
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.839000
4072954.00
3509333.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-06-15
3.500000
3837635.00
3695588.65
Agency Collateralized Mortgage Obligation
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
4719805.00
4806741.75
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
2048-10-01
4.500000
8710297.00
8509807.27
Agency Mortgage-Backed Securities
AT&T INC SR NT 5.55%41
549300Z40J86GGSTL398
2041-08-15
5.550000
5000000.00
5558512.50
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 3.339%22
UDSQCVRUX5BONN0VY111
2022-03-28
3.339000
6301000.00
6239363.62
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
36192000.00
33934674.90
Corporate Debt Securities
BANK AMER CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-12-29
5.875000
75000.00
77824.78
Corporate Debt Securities
AT&T INC SR GLBL NT6.3%38
549300Z40J86GGSTL398
2038-01-15
6.300000
12000.00
14448.42
Corporate Debt Securities
ABBVIE INC SR GLBL NT 28
FR5LCKFTG8054YNNRU85
2028-11-14
4.250000
1000000.00
1048574.44
Corporate Debt Securities
ALTRIA GROUP INC 4.4%26
XSGZFLO9YTNO9VCQV219
2026-02-14
4.400000
2613072.00
2718793.99
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 4.125%011027
969500TJ5KRTCJQWXH05
2027-01-10
4.125000
2280000.00
2361268.70
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL 144A 29
549300506SI9CRFV9Z86
2029-01-12
3.869000
2340000.00
2343502.98
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT4.8%45
I1BZKREC126H0VB1BL91
2045-12-15
4.800000
1122000.00
1224595.68
Corporate Debt Securities
EL PASO ENERGY CORP MTN BE FR 7.8%080131
549300WR7IX8XE0TBO16
2031-08-01
7.800000
1183000.00
1565751.76
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 5.55%010526
3C7474T6CDKPR9K6YT90
2026-01-05
5.550000
166000.00
181062.70
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 20
784F5XWPLTWKTBV3E584
2020-09-15
2.750000
1653000.00
1658897.08
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.75%25
784F5XWPLTWKTBV3E584
2025-05-22
3.750000
30000.00
30861.25
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 5%42
549300PDHUGWPWGOT525
2042-08-15
5.000000
1619000.00
1638519.74
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL FL NT 21
EN5TNI6CI43VEPAMHL14
2021-05-13
3.688000
165000.00
168568.66
Corporate Debt Securities
CK HUTCHISON INTL 17 II LTD 2.75%23
254900F7C0PB6TKONV55
2023-03-29
2.750000
857320.00
848899.45
Corporate Debt Securities
SUNTRUST BKS INC SR GLBL NT2.7%22
7E1PDLW1JL6TS0BS1G03
2022-01-27
2.700000
700000.00
701452.50
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 2.45%033021
NHBDILHZTYCNBV5UYZ31
2021-03-30
2.450000
10580000.00
10558540.23
Corporate Debt Securities
TOLEDO HOSPITAL SR NT 4.982%45
5493009DCR7NWV6K4T34
2045-11-15
4.982000
3625000.00
3462615.10
Corporate Debt Securities
MYLAN NV SR GLBL NT 26
549300A0CD4KNFGIIS89
2026-06-15
3.950000
8600000.00
8353889.50
Corporate Debt Securities
NORDEA BK AB MTN 144A VR 052716-052721
529900ODI3047E2LIV03
2021-05-27
3.628630
700000.00
713565.52
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 4%19
C7PVKCRGLG18EBQGZV36
2019-10-07
4.000000
161000.00
162324.31
Corporate Debt Securities
SANTANDER HLDGS USA INC SR GLBL NT4.5%25
549300SMVCQN2P0O6I58
2025-07-17
4.500000
1750000.00
1827568.75
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR NT 5.125%42
549300JMONK27O4SQQ19
2042-01-15
5.125000
15617000.00
13441207.02
Corporate Debt Securities
MACYS RETAIL HLDGS INC GTD SR NT 4.3%43
549300JMONK27O4SQQ19
2043-02-15
4.300000
24490000.00
18783299.40
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
866000.00
898708.82
Corporate Debt Securities
MORGAN STANLEY VR 072417-072222
IGJSJL3JD5P30I6NJZ34
2022-07-22
3.521500
3354749.00
3381729.76
Corporate Debt Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
3.502630
850000.00
841929.68
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49
549300RLHFT5RU20WM87
2049-01-15
4.250000
4710754.00
4966585.89
Corporate Debt Securities
CHEVRON CORP NEW SR GLBL NT2.1%21
2021-05-16
2.100000
330000.00
330088.00
Corporate Debt Securities
AVIATION CAP GROUP CORP SR NT 144A 20
549300ODEK8HY3445C77
2020-10-15
7.125000
6679000.00
7071516.48
Corporate Debt Securities
AVNET INC CR SEN SR GLBL21
XJI53DCPL7QABOWK4Z75
2021-12-01
3.750000
2595000.00
2666442.51
Corporate Debt Securities
BPCE S A FR 3.25%011128
9695005MSX1OYEMGDF46
2028-01-11
3.250000
1059000.00
1048209.08
Corporate Debt Securities
BANK AMER CORP FR 4.33%031550
9DJT3UXIJIZJI4WXO774
2050-03-15
4.330000
1295781.00
1341240.24
Corporate Debt Securities
BANK OF MONTREAL EXTND CVRD BD 22
NQQ6HPCNCCU6TUTQYE16
2022-06-15
1.750000
1050000.00
1036321.12
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE VR 060617-060622
EDBQKYOPJUCJKLOJDE72
2022-06-06
3.197630
950000.00
959116.62
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 9%043033
R0MUWSFPU8MPRO8K5P83
2033-04-30
0.00
25000.00
15375.00
Corporate Debt Securities
BANK OF AMERICA CORP SR NT 5.25%20
9DJT3UXIJIZJI4WXO774
2020-09-28
4.347380
17000.00
17235.86
Corporate Debt Securities
TECK RESOURCES LTD SR NT 6.125%35
T8KI5SQ2JRWHL7XY0E11
2035-10-01
6.125000
11231000.00
12296417.90
Corporate Debt Securities
TENCENT HLDGS LTD FR 3.28%041124
254900N4SLUMW4XUYY11
2024-04-11
3.280000
700000.00
701365.78
Corporate Debt Securities
WALMART INC SR GLBL NT 26
Y87794H0US1R65VBXU25
2026-07-08
3.050000
4340978.00
4374286.57
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 20
C7PVKCRGLG18EBQGZV36
2020-05-21
1.875000
1010000.00
1011879.86
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD2.4%22
C7PVKCRGLG18EBQGZV36
2022-02-08
2.400000
1708000.00
1712725.47
Corporate Debt Securities
LLOYDS TSB BANK PLC FR 10%112733
H7FNTJ4851HG0EXQ1Z70
2033-11-27
0.00
24000.00
14460.00
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS SR FIX/FLT NT 23
IGJSJL3JD5P30I6NJZ34
2023-04-25
3.551240
5000.00
5121.22
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 2.55%120720
PBLD0EJDB5FWOLXP3B76
2020-12-07
2.550000
6195000.00
6238050.09
Corporate Debt Securities
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0252
236000000.00
236000000.00
0.0025
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.570000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JVZM9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COMCAST CORP NEW SR NT 3.125%22
51M0QTTNCGUN7KFCFZ59
2022-07-15
3.125000
9126000.00
9321429.48
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 26
549300WTZWR07K8MNV44
2026-03-01
3.650000
902000.00
925589.05
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT 21
ENYF8GB5SMQZ25S06U51
2021-11-15
3.250000
2769000.00
2833423.09
Corporate Debt Securities
HUMANA INC SR GLBL NT4.8%47
529900YLDW34GJAO4J06
2047-03-15
4.800000
6619000.00
6792020.66
Corporate Debt Securities
METLIFE INC SR NT 4.125%42
C4BXATY60WC6XEOZDX54
2042-08-13
4.125000
3876000.00
3960663.15
Corporate Debt Securities
NATIONAL RETAIL PPTYS INC SR NT 3.8%22
5493008JKH5SOTI0JS97
2022-10-15
3.800000
4000.00
4104.49
Corporate Debt Securities
ORACLE CORP SR GLBL NT 5%19
1Z4GXXU7ZHVWFCD8TV52
2019-07-08
5.000000
386000.00
393687.40
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 25
HL3H1H2BGXWVG3BSWR90
2025-08-11
3.375000
9488000.00
9730098.18
Corporate Debt Securities
BERKSHIRE HATHAWAY INC DEL SR NT 3%23
5493000C01ZX7D35SD85
2023-02-11
3.000000
44000.00
44902.15
Corporate Debt Securities
UNUM GROUP SR GLBL NT 25
549300E32YFDO6TZ8R31
2025-11-05
3.875000
369000.00
376371.44
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT3.7%23
5493008B6JBRUJ90QL97
2023-05-09
3.700000
10000.00
10228.45
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 24
MR92GTD0MJTTTTQDVG45
2024-10-01
3.375000
3174000.00
3241570.49
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT FXD/FLT 28
8I5DZWZKVSZI1NUHU748
2028-02-01
3.782000
579000.00
593527.08
Corporate Debt Securities
BRITISH SKY BROADCSTNG GRP PLC SR REGS BD 22
2138003TS48MQKF4BZ29
2022-11-26
3.125000
463000.00
474060.17
Corporate Debt Securities
ACE INA HLDGS INC SR GLBL NT 22
CZCBJZWDMLTHWJDXU843
2022-11-03
2.875000
14694000.00
14984726.91
Corporate Debt Securities
BARRICK GOLD CORPORATION SR NT 3.85%22
0O4KBQCJZX82UKGCBV73
2022-04-01
3.850000
2000000.00
2050342.78
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT4.1%25
549300EJG376EN5NQE29
2025-03-25
4.100000
2636000.00
2693533.63
Corporate Debt Securities
CINTAS CORP NO 2 SR GLBL NT3.7%27
549300QVUQTTKMTE0G41
2027-04-01
3.700000
8551000.00
8775040.95
Corporate Debt Securities
ESSEX PORTFOLIO L P GTD SR NT 22
5493003GN3O58H286O74
2022-08-15
3.625000
2516000.00
2576238.28
Corporate Debt Securities
EXXON MOBIL CORP SR NT 3.176%24
J3WHBG0MTS7O8ZVMDC91
2024-03-15
3.176000
2515000.00
2581798.40
Corporate Debt Securities
HOME DEPOT INC SR NT 3.95%20
QEKMOTMBBKA8I816DO57
2020-09-15
3.950000
542000.00
553879.29
Corporate Debt Securities
JOHNSON CONTROLS INTERNATION SR GLBL NT 5%20
549300XQ6S1GYKGBL205
2020-03-30
5.000000
2920000.00
2985193.87
Corporate Debt Securities
PEPSICO INC SR GLBL NT4.5%20
FJSUNZKFNQ5YPJ5OT455
2020-01-15
4.500000
2000000.00
2052210.00
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 22
MR92GTD0MJTTTTQDVG45
2022-03-15
3.375000
2105000.00
2153917.57
Corporate Debt Securities
AIR PRODS & CHEMS INC SR NT 3%21
7QEON6Y1RL5XR3R1W237
2021-11-03
3.000000
2337000.00
2392199.94
Corporate Debt Securities
BEMIS CO INC SR GLBL NT6.8%19
PTVU09TE3QPJPL7K4E13
2019-08-01
6.800000
2724000.00
2794472.90
Corporate Debt Securities
VISA INC SR GLBL NT 25
549300JZ4OKEHW3DPJ59
2025-12-14
3.150000
6804000.00
6974100.00
Corporate Debt Securities
WALMART INC 3.125%21
Y87794H0US1R65VBXU25
2021-06-23
3.125000
3844000.00
3933043.59
Corporate Debt Securities
ANTHEM INC SR GLBL NT 43
8MYN82XMYQH89CTMTH67
2043-01-15
4.650000
3522000.00
3597661.36
Corporate Debt Securities
Y
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0258
94999890.75
94999890.75
0.0010
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.750000%
8NAV47T0Y26Q87Y0QP81
0000065106
ARP0JWSG8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G08872 G
2049-04-01
4.000000
243558043.00
249999999.50
Agency Mortgage-Backed Securities
04.500 FGPC G08867 G
2049-03-01
4.500000
242792974.00
249999999.20
Agency Mortgage-Backed Securities
03.500 FGPC G08876 G
2049-04-01
3.500000
247014717.00
249999999.60
Agency Mortgage-Backed Securities
04.000 FGPC G08877 G
2049-04-01
4.000000
140761542.00
145070002.60
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
869000000.00
869000000.00
0.0094
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.510000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JWSH6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G30599 G
2032-08-01
3.500000
121302102.00
42516578.83
Agency Mortgage-Backed Securities
04.500 FGPC G06829 G
2041-09-01
4.500000
112789342.00
44495217.90
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
2048-07-01
4.500000
50000000.00
47248425.08
Agency Mortgage-Backed Securities
04.000 FGPC G08847 G
2048-11-01
4.000000
42000000.00
41616882.38
Agency Mortgage-Backed Securities
04.000 FGPC G08866 G
2049-03-01
4.000000
42000000.00
42716892.02
Agency Mortgage-Backed Securities
03.500 FGPC C04423 G
2042-12-01
3.500000
103299324.00
40756188.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4719
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
44244404.00
44252532.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7160
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
41807635.00
41371703.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6231
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
38870479.00
39973547.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0120
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
50000000.00
44975615.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1219
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
40460117.00
39727074.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3448
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
50000000.00
45849038.17
Agency Mortgage-Backed Securities
04.500 FGPC V83240 G
2047-06-01
4.500000
42626768.00
38150874.23
Agency Mortgage-Backed Securities
03.500 FGPC Q46151 G
2047-02-01
3.500000
43993858.00
36426051.74
Agency Mortgage-Backed Securities
04.000 FGPC Q49502 G
2047-07-01
4.000000
44654506.00
39851990.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
92218741.00
46638470.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3671
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
50000000.00
44795561.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3754
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
46290098.00
45331361.80
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0255
744000000.00
744000000.00
0.0080
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.760000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0JWSJ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
2020-05-15
2.550000
13000.00
13175.34
Agency Debentures and Agency Strips
4.125 FHLB 20 JT
2549001DPIFGXC1TOL40
2020-03-13
4.125000
330000.00
336572.09
Agency Debentures and Agency Strips
2.375 FHLB 20 G4931
2549001DPIFGXC1TOL40
2020-03-30
2.375000
100000.00
100160.92
Agency Debentures and Agency Strips
FNMS 04.500 CLBN6220
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
15718528.00
16422649.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1835
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
2018450.00
1660212.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0665
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.130000
1004.00
1063.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1357
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.210000
1966097.00
2110016.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY1670
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
2577.00
1131.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY2980
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
8000.00
4685.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY4299
B1V7KEBTPIMZEU4LTD58
2044-12-01
3.500000
9000.00
3465.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ0286
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
127116.00
77757.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9844
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.800000
10682.00
11226.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6086
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
9006.00
3832.13
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA1153
B1V7KEBTPIMZEU4LTD58
2022-08-01
3.000000
2225000.00
284053.84
Agency Mortgage-Backed Securities
FNAR XX.XXX WD943043
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.750000
2594104.00
147985.34
Agency Mortgage-Backed Securities
FNAR XX.XXX S2947559
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.350000
759075.00
25517.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LB982816
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.375000
15051.00
104.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1386
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.210000
5252.00
5637.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2392
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
265000.00
108843.34
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL6209
B1V7KEBTPIMZEU4LTD58
2021-07-01
4.233000
125366.00
36259.28
Agency Mortgage-Backed Securities
GNHA AL BL5160 H
549300M8ZYFG0OCMTT87
2069-01-20
4.080000
2934522.00
3104227.27
Agency Mortgage-Backed Securities
GNII SF BK9487 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
905538.00
946292.79
Agency Mortgage-Backed Securities
GNAR AF BK0851 C
549300M8ZYFG0OCMTT87
2049-03-20
3.500000
1736121.00
1773989.61
Agency Mortgage-Backed Securities
GNII SF BI6668 C
549300M8ZYFG0OCMTT87
2049-01-20
5.500000
4254638.00
4512788.36
Agency Mortgage-Backed Securities
GNHA ML BI4582 H
549300M8ZYFG0OCMTT87
2068-07-20
4.678000
708072.00
720860.02
Agency Mortgage-Backed Securities
GNHF RF BE5468 H
549300M8ZYFG0OCMTT87
2067-12-20
4.604000
439450.00
493800.76
Agency Mortgage-Backed Securities
GNPL PN BE6950
549300M8ZYFG0OCMTT87
2054-03-15
4.090000
5037329.00
5280088.08
Agency Mortgage-Backed Securities
GNHA AL BE9475 H
549300M8ZYFG0OCMTT87
2069-02-20
4.936000
466060.00
508232.68
Agency Mortgage-Backed Securities
GNPL PN BF6179
549300M8ZYFG0OCMTT87
2053-08-15
3.250000
4389100.00
4288611.29
Agency Mortgage-Backed Securities
GNII SF BI1276 C
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
3594608.00
3875121.57
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
2183364.00
2250937.47
Agency Mortgage-Backed Securities
GNPL PN BD9338
549300M8ZYFG0OCMTT87
2058-05-15
3.550000
100000.00
99988.76
Agency Mortgage-Backed Securities
GNII SF MA4651 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
2354189.00
2051583.66
Agency Mortgage-Backed Securities
GNII SF MA4783 M
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
2135628.00
1259262.04
Agency Mortgage-Backed Securities
GNII SF MA5598 M
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
67448.00
70037.14
Agency Mortgage-Backed Securities
GNHF RF 765149 H
549300M8ZYFG0OCMTT87
2061-07-20
4.995000
1200.00
47.09
Agency Mortgage-Backed Securities
GNII SF MA3912 M
549300M8ZYFG0OCMTT87
2031-09-20
2.500000
423585.00
280055.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD8925
B1V7KEBTPIMZEU4LTD58
2040-06-01
4.550000
6311.00
170.76
Agency Mortgage-Backed Securities
04.000 FGPC Q37993 G
2045-12-01
4.000000
500000.00
297376.77
Agency Mortgage-Backed Securities
04.500 FGPC Q21334 G
2043-09-01
4.500000
1766616.00
737343.62
Agency Mortgage-Backed Securities
03.500 FGPC Q27286 G
2044-07-01
3.500000
8839.00
3972.29
Agency Mortgage-Backed Securities
FNAR XX.XXX XXAL9932
B1V7KEBTPIMZEU4LTD58
2024-01-01
3.040000
200000.00
58516.60
Agency Mortgage-Backed Securities
FNMS 05.500 CT255321
B1V7KEBTPIMZEU4LTD58
2024-07-01
5.500000
11585088.00
325983.28
Agency Mortgage-Backed Securities
FNMS 05.500 CT256751
B1V7KEBTPIMZEU4LTD58
2027-06-01
5.500000
1689.00
42.31
Agency Mortgage-Backed Securities
FNAR XX.XXX HY464023
B1V7KEBTPIMZEU4LTD58
2019-12-01
4.260000
562479.00
479175.38
Agency Mortgage-Backed Securities
04.500 FGPC Q29345 G
2044-11-01
4.500000
1769700.00
924840.81
Agency Mortgage-Backed Securities
GNMI SF 687644 X
549300M8ZYFG0OCMTT87
2038-04-15
6.050000
1060224.00
174966.63
Agency Mortgage-Backed Securities
GNMI SF 687650 X
549300M8ZYFG0OCMTT87
2038-05-15
6.050000
352761.00
47030.83
Agency Mortgage-Backed Securities
GNMI SF 694230 X
549300M8ZYFG0OCMTT87
2038-08-15
6.050000
6604.00
2999.68
Agency Mortgage-Backed Securities
GNPL LM 752842
549300M8ZYFG0OCMTT87
2025-07-15
3.950000
6465054.00
2893280.47
Agency Mortgage-Backed Securities
GNHF RF AE0474 H
549300M8ZYFG0OCMTT87
2064-05-20
4.563000
2926989.00
2625792.61
Agency Mortgage-Backed Securities
GNHF RF AK8742 H
549300M8ZYFG0OCMTT87
2065-01-20
4.556000
626410.00
650569.13
Agency Mortgage-Backed Securities
GNMI SF AP6541 X
549300M8ZYFG0OCMTT87
2045-11-15
3.500000
4289536.00
2945321.12
Agency Mortgage-Backed Securities
02.500 FGPC G16088 G
2032-02-01
2.500000
1954000.00
1449725.40
Agency Mortgage-Backed Securities
04.000 FGPC G08694 G
2046-02-01
4.000000
271893.00
153985.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL5939
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
67000.00
34814.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE0269
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
31688.00
16312.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
40999.00
26530.30
Agency Mortgage-Backed Securities
GNII SF BI1286 C
549300M8ZYFG0OCMTT87
2048-10-20
5.500000
3592910.00
3875630.36
Agency Mortgage-Backed Securities
GNII SF BI1299 C
549300M8ZYFG0OCMTT87
2048-11-20
5.500000
1274620.00
1382296.70
Agency Mortgage-Backed Securities
GNII SF BI4466 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
521451.00
553600.73
Agency Mortgage-Backed Securities
GNII SF BI4327 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1276071.00
1376936.19
Agency Mortgage-Backed Securities
GNII SF BI6618 C
549300M8ZYFG0OCMTT87
2049-01-20
5.500000
1140012.00
1226171.19
Agency Mortgage-Backed Securities
GNII SF BI1310 C
549300M8ZYFG0OCMTT87
2049-01-20
5.500000
1660884.00
1799977.48
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
10545292.00
11041869.80
Agency Mortgage-Backed Securities
GNAR AF MA5884 M
549300M8ZYFG0OCMTT87
2049-04-20
2.500000
1089.00
1085.87
Agency Mortgage-Backed Securities
GNAR AF MA5888 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
500349.00
524237.66
Agency Mortgage-Backed Securities
GNII SF BE1673 C
549300M8ZYFG0OCMTT87
2048-06-20
5.500000
2382244.00
2561500.01
Agency Mortgage-Backed Securities
GNII SF MA4874 M
549300M8ZYFG0OCMTT87
2025-05-20
4.500000
42220.00
7643.03
Agency Mortgage-Backed Securities
GNII JM MA5703 M
549300M8ZYFG0OCMTT87
2048-12-20
5.500000
2682.00
2775.91
Agency Mortgage-Backed Securities
GNII SF MA5765 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
24592.00
25762.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAE6118
B1V7KEBTPIMZEU4LTD58
2040-10-01
3.500000
239060.00
48405.42
Agency Mortgage-Backed Securities
GNHF RF 765137 H
549300M8ZYFG0OCMTT87
2061-03-20
5.190000
15482700.00
86291.70
Agency Mortgage-Backed Securities
GNHF RF 765142 H
549300M8ZYFG0OCMTT87
2061-05-20
5.276000
14000000.00
101346.22
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3657
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.000000
275097.00
277005.26
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3660
B1V7KEBTPIMZEU4LTD58
2039-04-01
3.500000
1740280.00
1771134.20
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3675
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
525006.00
535881.62
Agency Mortgage-Backed Securities
04.500 FGPC Q63062 G
2049-04-01
4.500000
1054958.00
1129615.27
Agency Mortgage-Backed Securities
03.500 FGPC Q13237 G
2042-11-01
3.500000
85000.00
38856.17
Agency Mortgage-Backed Securities
04.000 FGPC Q15020 G
2043-01-01
4.000000
422024.00
204916.85
Agency Mortgage-Backed Securities
04.000 FGPC Q24143 G
2044-01-01
4.000000
50000.00
19738.26
Agency Mortgage-Backed Securities
FMAR 840643 G
2047-07-01
2.937000
5980714.00
4267418.20
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109797
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
1106680.00
1165065.12
Agency Mortgage-Backed Securities
FNAR XX.XXX GA424959
B1V7KEBTPIMZEU4LTD58
2027-09-01
5.145000
3000000.00
5948.36
Agency Mortgage-Backed Securities
GNMI SF 687663 X
549300M8ZYFG0OCMTT87
2038-06-15
6.050000
581837.00
101392.86
Agency Mortgage-Backed Securities
GNHF RF 710078 H
549300M8ZYFG0OCMTT87
2061-06-20
4.700000
20250992.00
239610.53
Agency Mortgage-Backed Securities
GNAR AR 080020 M
549300M8ZYFG0OCMTT87
2026-12-20
4.125000
1100000.00
4960.11
Agency Mortgage-Backed Securities
GNAR AR 080093 M
549300M8ZYFG0OCMTT87
2027-07-20
3.750000
470635.00
890.96
Agency Mortgage-Backed Securities
GNAR AR 080312 M
549300M8ZYFG0OCMTT87
2029-08-20
3.750000
2000200.00
12888.84
Agency Mortgage-Backed Securities
GNAR AR 080293 M
549300M8ZYFG0OCMTT87
2029-06-20
3.625000
2063524.00
16402.63
Agency Mortgage-Backed Securities
FMAR 840948 G
2049-04-01
3.383000
248418.00
252687.02
Agency Mortgage-Backed Securities
03.500 FGPC G07388 G
2043-05-01
3.500000
125000.00
55169.86
Agency Mortgage-Backed Securities
04.500 FGPC G07828 G
2044-09-01
4.500000
87281.00
29989.85
Agency Mortgage-Backed Securities
FMAR 2B7442 G
2049-05-01
3.274000
7426189.00
7516598.31
Agency Mortgage-Backed Securities
FMAR 2B0915 G
2042-11-01
4.593000
1507163.00
132820.02
Agency Mortgage-Backed Securities
FMAR 2B7438 G
2049-04-01
3.290000
684094.00
690897.50
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN8801
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
2096243.00
2253722.79
Agency Mortgage-Backed Securities
FNAR XX.XXX S1894269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.453000
19217.00
1148.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE8888
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
287008.00
239033.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6060
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.874000
5000000.00
4268145.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9209
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.986000
5633450.00
4214953.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY9608
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
231995.00
154115.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8487
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.709000
689000.00
269242.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAE0937
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.500000
23342.00
7131.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC3643
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.500000
150376.00
21866.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA0956
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
35000.00
10391.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA1086
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
15000.00
5689.50
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3631
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.000000
164560.00
164548.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB2072
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
350000.00
96689.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5468
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
62000.00
20948.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1667
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.865000
1710.00
1820.05
Agency Mortgage-Backed Securities
FNAR XX.XXX YLBM3699
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.831000
1307688.00
1327311.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9596
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.950000
232622.00
249170.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP4886
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
397379.00
246894.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5463
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
30420.00
19652.44
Agency Mortgage-Backed Securities
FNMS 06.100 CL551473
B1V7KEBTPIMZEU4LTD58
2030-08-01
6.100000
1510186.00
77389.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9875
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.000000
1125928.00
201547.79
Agency Mortgage-Backed Securities
GNII SF BM2835 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1477109.00
1535459.57
Agency Mortgage-Backed Securities
GNII SF BM2841 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1344635.00
1448367.91
Agency Mortgage-Backed Securities
GNII SF BM2846 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
332785.00
348982.24
Agency Mortgage-Backed Securities
GNII SF BM3085 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1996264.00
2062151.14
Agency Mortgage-Backed Securities
GNII SF BM1157 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
3944390.00
4127023.15
Agency Mortgage-Backed Securities
GNII SF BM1161 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1364562.00
1472420.47
Agency Mortgage-Backed Securities
GNII SF BM1460 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
80478.00
85151.04
Agency Mortgage-Backed Securities
GNII SF BM2821 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
2220541.00
2329955.94
Agency Mortgage-Backed Securities
GNII SF BM2823 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1426529.00
1527641.06
Agency Mortgage-Backed Securities
GNII SF BM2824 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
2255884.00
2405897.53
Agency Mortgage-Backed Securities
GNII SF BL6014 C
549300M8ZYFG0OCMTT87
2049-01-20
6.000000
417615.00
451038.60
Agency Mortgage-Backed Securities
GNII SF BL7167 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1290588.00
1383011.60
Agency Mortgage-Backed Securities
GNII SF BL8970 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1512133.00
1573051.13
Agency Mortgage-Backed Securities
GNII SF BL8672 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1831723.00
1921981.15
Agency Mortgage-Backed Securities
GNII SF BL8679 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
334405.00
354628.66
Agency Mortgage-Backed Securities
GNMI SF BK8718 X
549300M8ZYFG0OCMTT87
2049-04-15
5.500000
899661.00
989715.77
Agency Mortgage-Backed Securities
GNAR AR 008162 M
549300M8ZYFG0OCMTT87
2023-03-20
3.375000
28707.00
86.57
Agency Mortgage-Backed Securities
GNHF RF 731502 H
549300M8ZYFG0OCMTT87
2061-02-20
4.921000
7966109.00
148170.98
Agency Mortgage-Backed Securities
GNII SF BM7076 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
480408.00
499760.38
Agency Mortgage-Backed Securities
GNII SF BM7085 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
356780.00
380505.43
Agency Mortgage-Backed Securities
GNII SF BM6923 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
1072831.00
1157823.41
Agency Mortgage-Backed Securities
GNII SF BN0110 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
794401.00
833065.11
Agency Mortgage-Backed Securities
GNII SF BN0661 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1900.00
1993.62
Agency Mortgage-Backed Securities
GNII SF BN1726 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
1051862.00
1115472.89
Agency Mortgage-Backed Securities
GNII SF BM4075 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1190981.00
1276274.96
Agency Mortgage-Backed Securities
GNII SF BM4631 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1024936.00
1064624.82
Agency Mortgage-Backed Securities
GNII SF BM4864 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
3212707.00
3371009.92
Agency Mortgage-Backed Securities
GNII SF BM4869 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1867900.00
2000298.20
Agency Mortgage-Backed Securities
GNII SF BM4871 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
2125500.00
2250370.53
Agency Mortgage-Backed Securities
GNII SF BM7070 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1536460.00
1598012.47
Agency Mortgage-Backed Securities
GNII SF BM2825 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1296004.00
1372141.35
Agency Mortgage-Backed Securities
GNII SF BM2860 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
71169.00
76213.44
Agency Mortgage-Backed Securities
GNII SF BK8790 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1840885.00
1926123.50
Agency Mortgage-Backed Securities
GNII SF BL1003 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
366630.00
399275.40
Agency Mortgage-Backed Securities
GNII SF BL3763 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
921063.00
966448.38
Agency Mortgage-Backed Securities
GNHA AL BL5159 H
549300M8ZYFG0OCMTT87
2068-12-20
5.045000
933508.00
1041179.86
Agency Mortgage-Backed Securities
GNII SF BJ6555 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
19649.00
20494.74
Agency Mortgage-Backed Securities
GNMI SF BJ9914 X
549300M8ZYFG0OCMTT87
2049-03-15
5.000000
1415025.00
1523894.01
Agency Mortgage-Backed Securities
GNII SF BK6560 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
2052411.00
2149512.22
Agency Mortgage-Backed Securities
GNMI SF BK8712 X
549300M8ZYFG0OCMTT87
2049-04-15
4.500000
170505.00
181181.00
Agency Mortgage-Backed Securities
GNMI SF BK8715 X
549300M8ZYFG0OCMTT87
2049-04-15
5.000000
778230.00
839081.19
Agency Mortgage-Backed Securities
GNII SF BI6879 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
1057916.00
1149557.59
Agency Mortgage-Backed Securities
GNII SF BJ0272 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
356090.00
370782.22
Agency Mortgage-Backed Securities
GNHF RF BJ1152 H
549300M8ZYFG0OCMTT87
2068-08-20
3.988000
182123.00
196052.57
Agency Mortgage-Backed Securities
GNII SF BJ1323 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1081693.00
1153623.18
Agency Mortgage-Backed Securities
GNII SF BJ5406 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
123743.00
133954.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE4310
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.000000
70000.00
14428.55
Agency Mortgage-Backed Securities
03.500 FGPC G60030 G
2043-07-01
3.500000
75000.00
42643.40
Agency Mortgage-Backed Securities
04.500 FGPC Q22197 G
2043-10-01
4.500000
2516652.00
745650.68
Agency Mortgage-Backed Securities
03.000 FGPC C04607 G
2043-03-01
3.000000
302512.00
169701.28
Agency Mortgage-Backed Securities
GNHF RF 756699 H
549300M8ZYFG0OCMTT87
2062-01-20
4.696000
3750000.00
262248.15
Agency Mortgage-Backed Securities
GNAR AR 080094 M
549300M8ZYFG0OCMTT87
2027-07-20
3.750000
6013165.00
16382.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAE0981
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.500000
151220.00
38087.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5670
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
13000.00
5353.11
Agency Mortgage-Backed Securities
GNHF RF 725610 H
549300M8ZYFG0OCMTT87
2059-12-20
5.500000
10000000.00
32539.25
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-03-31
1.750000
100.00
98.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-31
1.375000
7200.00
7139.21
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0280
173000000.00
173000000.00
0.0019
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.750000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JWSN3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-10-31
1.625000
96530100.00
93694528.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
205259300.00
209743580.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-09-15
1.375000
211878100.00
209436999.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-03-15
2.375000
103813200.00
104453597.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
1.875000
211896800.00
208934482.70
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
810000000.00
810000000.00
0.0087
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.750000%
AC28XWWI3WIBK2824319
0001484219
ARP0JWSP8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2046-11-15
2.875000
51104800.00
51000019.91
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
50000000.00
50000000.00
0.0005
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.770000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JWSQ6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNAR AF MA2459 M
549300M8ZYFG0OCMTT87
2044-12-20
3.500000
1188.00
42.84
Agency Mortgage-Backed Securities
GNAR AF MA2459 M
549300M8ZYFG0OCMTT87
2044-12-20
3.500000
3182.00
114.75
Agency Mortgage-Backed Securities
GNRM 2019-31 KM
549300M8ZYFG0OCMTT87
2049-03-20
3.500000
29207052.00
29562096.89
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-09-25
2.785000
182588.00
170797.23
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-10-15
4.000000
10387533.00
10765818.10
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
4220000.00
2799421.40
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-05-30
1.750000
25000000.00
25163841.67
Agency Debentures and Agency Strips
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
32594.00
26858.13
Agency Mortgage-Backed Securities
05.500 FGPC C90899 G
2025-05-01
5.500000
1100000.00
36594.25
Agency Mortgage-Backed Securities
05.000 FGPC C90699 G
2023-08-01
5.000000
1676.00
31.31
Agency Mortgage-Backed Securities
05.500 FGPC C90766 G
2023-12-01
5.500000
3465.00
80.80
Agency Mortgage-Backed Securities
04.000 FGPC G11860 G
2019-06-01
4.000000
3620.00
0.79
Agency Mortgage-Backed Securities
06.000 FGPC G06007 G
2040-05-01
6.000000
531000.00
33224.33
Agency Mortgage-Backed Securities
05.000 FGPC G13106 G
2020-10-01
5.000000
4266.00
13.62
Agency Mortgage-Backed Securities
03.000 FGPC G15190 G
2029-09-01
3.000000
78646.00
36118.91
Agency Mortgage-Backed Securities
04.500 FGPC G15226 G
2020-08-01
4.500000
13827.00
0.20
Agency Mortgage-Backed Securities
04.000 FGPC G15949 G
2029-01-01
4.000000
204492.00
100054.72
Agency Mortgage-Backed Securities
03.000 FGPC J19197 G
2027-05-01
3.000000
91000.00
22872.72
Agency Mortgage-Backed Securities
03.500 FGPC E02790 G
2025-10-01
3.500000
480438.00
32139.62
Agency Mortgage-Backed Securities
04.500 FGPC A37616 G
2035-09-01
4.500000
1237683.00
37650.91
Agency Mortgage-Backed Securities
04.000 FGPC G08831 G
2048-08-01
4.000000
125000.00
121595.86
Agency Mortgage-Backed Securities
04.000 FGPC G08847 G
2048-11-01
4.000000
91280.00
90447.36
Agency Mortgage-Backed Securities
06.000 FGPC G08140 G
2036-07-01
6.000000
2294.00
38.56
Agency Mortgage-Backed Securities
03.500 FGPC C92018 G
2038-09-01
3.500000
424922.00
416754.87
Agency Mortgage-Backed Securities
02.500 FGPC J19119 G
2027-05-01
2.500000
1013949.00
365344.21
Agency Mortgage-Backed Securities
05.000 FGPC Q58369 G
2048-09-01
5.000000
1315211.00
1355329.55
Agency Mortgage-Backed Securities
04.500 FGPC Q59758 G
2048-11-01
4.500000
322098.00
341224.15
Agency Mortgage-Backed Securities
03.500 FGPC G60251 G
2045-10-01
3.500000
35000.00
27315.09
Agency Mortgage-Backed Securities
04.000 FGPC G60278 G
2045-10-01
4.000000
885000.00
586916.50
Agency Mortgage-Backed Securities
05.000 FGPC G60647 G
2041-12-01
5.000000
848000.00
527387.73
Agency Mortgage-Backed Securities
05.000 FGPC G60925 G
2047-04-01
5.000000
164664.00
118804.94
Agency Mortgage-Backed Securities
04.000 FGPC K91484 G
2034-01-01
4.000000
1035000.00
509797.73
Agency Mortgage-Backed Securities
03.500 FGPC Q30391 G
2044-12-01
3.500000
1050000.00
535657.36
Agency Mortgage-Backed Securities
03.000 FGPC Q34726 G
2045-07-01
3.000000
736646.00
448015.84
Agency Mortgage-Backed Securities
04.500 FGPC Q49436 G
2047-07-01
4.500000
635564.00
241521.74
Agency Mortgage-Backed Securities
05.000 FGPC Q55477 G
2048-04-01
5.000000
1255726.00
1346552.99
Agency Mortgage-Backed Securities
03.500 FGPC Q57844 G
2048-08-01
3.500000
102877.00
103433.34
Agency Mortgage-Backed Securities
02.500 FGPC J30161 G
2029-12-01
2.500000
660206.00
365787.44
Agency Mortgage-Backed Securities
03.000 FGPC J31917 G
2030-06-01
3.000000
1383801.00
728771.60
Agency Mortgage-Backed Securities
06.000 FGPC G30750 G
2028-06-01
6.000000
111421.00
54284.17
Agency Mortgage-Backed Securities
05.500 FGPC G30991 G
2028-11-01
5.500000
27007.00
15464.87
Agency Mortgage-Backed Securities
03.500 FGPC Q19354 G
2043-06-01
3.500000
380000.00
231544.12
Agency Mortgage-Backed Securities
03.000 FGPC V60718 G
2030-01-01
3.000000
430449.00
244526.34
Agency Mortgage-Backed Securities
06.500 FGPC H09069 G
2037-09-01
6.500000
1219000.00
17162.26
Agency Mortgage-Backed Securities
06.500 FGPC H09118 G
2037-11-01
6.500000
6843.00
63.61
Agency Mortgage-Backed Securities
06.500 FGPC C71284 G
2032-03-01
6.500000
2887817.00
18658.49
Agency Mortgage-Backed Securities
05.000 FGPC G30302 G
2025-07-01
5.000000
500000.00
13408.32
Agency Mortgage-Backed Securities
05.500 FGPC G11994 G
2021-05-01
5.500000
3.00
0.02
Agency Mortgage-Backed Securities
04.000 FGPC G12140 G
2020-02-01
4.000000
1552.00
2.94
Agency Mortgage-Backed Securities
GNAR AS 082972 M
549300M8ZYFG0OCMTT87
2041-09-20
4.625000
1023.00
74.80
Agency Mortgage-Backed Securities
GNMI SP 782422 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1077.00
19.86
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
710006.00
398921.55
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
77740.00
79672.94
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
21554.00
22221.08
Agency Mortgage-Backed Securities
GNMI SF BB3580 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
29830.00
25295.86
Agency Mortgage-Backed Securities
GNAR AS 082894 M
549300M8ZYFG0OCMTT87
2041-07-20
4.000000
1071.00
48.59
Agency Mortgage-Backed Securities
GNAR AS 082928 M
549300M8ZYFG0OCMTT87
2041-08-20
4.500000
2053.00
82.03
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
391965.00
129265.04
Agency Mortgage-Backed Securities
FNAR XX.XXX WS844532
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.165000
3958.00
121.90
Agency Mortgage-Backed Securities
GNMI SF 663893 X
549300M8ZYFG0OCMTT87
2037-03-15
5.000000
356763.00
19870.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC4007
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.514000
16629877.00
976599.41
Agency Mortgage-Backed Securities
GNAR AF MA1299 M
549300M8ZYFG0OCMTT87
2043-09-20
4.000000
1295.00
15.60
Agency Mortgage-Backed Securities
GNAR AT MA2393 M
549300M8ZYFG0OCMTT87
2044-11-20
4.125000
1188.00
45.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WS851297
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.738000
4773.00
89.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4375
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.261000
244646.00
237149.92
Agency Mortgage-Backed Securities
FNAR XX.XXX WS894533
B1V7KEBTPIMZEU4LTD58
2035-03-01
5.060000
15198750.00
1344412.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LB922682
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.915000
1808.00
67.49
Agency Mortgage-Backed Securities
FNMS 04.500 CI930527
B1V7KEBTPIMZEU4LTD58
2024-02-01
4.500000
1529.00
33.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9969
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.653000
10473301.00
4495622.40
Agency Mortgage-Backed Securities
FNMS 05.500 CL735228
B1V7KEBTPIMZEU4LTD58
2035-02-01
5.500000
1005.00
34.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WS810320
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.824000
1568.00
58.66
Agency Mortgage-Backed Securities
05.500 FGPC G04121 G
2038-04-01
5.500000
3990.00
99.34
Agency Mortgage-Backed Securities
04.500 FGPC E01641 G
2019-05-15
4.500000
2522.00
0.74
Agency Mortgage-Backed Securities
05.500 FGPC B17128 G
2019-11-01
5.500000
14054.00
14.23
Agency Mortgage-Backed Securities
FMAR 845323 G
2023-04-01
4.047000
39968.00
69.45
Agency Mortgage-Backed Securities
06.000 FGPC G02391 G
2036-11-01
6.000000
31.00
0.57
Agency Mortgage-Backed Securities
GNMI SP 782562 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
1102.00
60.51
Agency Mortgage-Backed Securities
GNMI SF 656177 X
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
1072.00
45.58
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2026-04-30
2.375000
4939300.00
4924630.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-18
0.00
44510100.00
44364551.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-23
0.00
151997100.00
148465751.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-15
2.750000
1299900.00
1340509.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
0.125000
108474000.00
111539400.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-15
1.500000
10790100.00
10763960.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-15
0.750000
2964800.00
3049496.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
85571900.00
85619385.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
0.125000
24073400.00
26667455.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-31
1.250000
17439900.00
17334911.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
5420300.00
5299976.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-30
2.125000
100.00
100.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-31
2.250000
13102900.00
13131356.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-15
2.625000
100.00
101.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.375000
13662000.00
13755268.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-15
3.625000
13744200.00
13971669.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
74330300.00
78618871.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-30
1.375000
63999900.00
62840221.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
3.875000
10524300.00
21306140.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
22339800.00
32063150.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
1.000000
2006800.00
2040025.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-30
1.375000
43259900.00
43112688.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-12-31
1.875000
6002100.00
6016075.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-23
0.00
1021800.00
1020216.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-08-15
0.00
78328000.00
77771871.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-05
0.00
131123900.00
130549446.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-08-22
0.00
1924800.00
1910306.26
U.S. Treasuries (including strips)
GNMI SF 676766 X
549300M8ZYFG0OCMTT87
2038-03-15
5.000000
1705.00
61.46
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
1021000000.00
1021000000.00
0.0110
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.470000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JWSR4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-03-26
0.00
15997600.00
15655651.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
8.000000
2851000.00
3352234.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-05-15
4.500000
63989000.00
81932562.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
200687200.00
198884563.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-09-30
2.875000
208694000.00
214085308.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
1.625000
199163000.00
189889736.40
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0250
690000000.00
690000000.00
0.0074
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.490000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JWSS2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AM8608 X
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
90055.00
35229.38
Agency Mortgage-Backed Securities
GNII SP 784119 M
549300M8ZYFG0OCMTT87
2046-02-20
3.000000
6986300.00
4544954.10
Agency Mortgage-Backed Securities
GNMI SF 759138 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
872320.00
171200.20
Agency Mortgage-Backed Securities
GNMI SP 783107 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
9759800.00
1531647.75
Agency Mortgage-Backed Securities
GNMI SF 635086 X
549300M8ZYFG0OCMTT87
2046-06-15
2.500000
84358.00
62638.13
Agency Mortgage-Backed Securities
GNMI SF BE3553 X
549300M8ZYFG0OCMTT87
2048-02-15
4.000000
239356.00
202710.83
Agency Mortgage-Backed Securities
GNMI SF AJ8850 X
549300M8ZYFG0OCMTT87
2029-10-15
2.500000
1934288.00
1244608.12
Agency Mortgage-Backed Securities
GNMI SF 650455 X
549300M8ZYFG0OCMTT87
2035-12-15
5.500000
1890486.00
78876.04
Agency Mortgage-Backed Securities
GNMI SF 779387 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
1145272.00
628696.22
Agency Mortgage-Backed Securities
GNMI SF BL3846 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
20205152.00
21253683.27
Agency Mortgage-Backed Securities
GNMI SF 707619 X
549300M8ZYFG0OCMTT87
2039-07-15
4.000000
2361684.00
555902.63
Agency Mortgage-Backed Securities
GNMI SF 711654 X
549300M8ZYFG0OCMTT87
2042-05-15
4.000000
2700000.00
1462441.42
Agency Mortgage-Backed Securities
GNMI SF AP9599 X
549300M8ZYFG0OCMTT87
2045-10-15
5.000000
135177.00
27193.93
Agency Mortgage-Backed Securities
GNMI SF AT8078 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
10546592.00
8606292.11
Agency Mortgage-Backed Securities
GNMI SF 750262 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
125280.00
47771.74
Agency Mortgage-Backed Securities
GNMI SF 776731 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
2826224.00
901928.53
Agency Mortgage-Backed Securities
GNMI SF 790501 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
150749.00
27112.42
Agency Mortgage-Backed Securities
GNMI SF 794557 X
549300M8ZYFG0OCMTT87
2042-01-15
3.500000
20862.00
5785.92
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-05-31
2.000000
68309500.00
67895592.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
2168200.00
2226035.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
1.500000
23096700.00
22914877.10
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0253
131000000.00
131000000.00
0.0014
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.750000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JWSV5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
32901000.00
32641183.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
0.875000
4874000.00
4992942.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-08-15
3.000000
43657600.00
44191383.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-10
0.00
79700.00
78836.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-25
0.00
988900.00
983283.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-26
0.00
3815300.00
3733747.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-05-15
8.125000
100.00
115.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
2.500000
1781400.00
1798460.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-07-15
0.125000
5988000.00
6545012.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-02-15
2.000000
21000000.00
20859455.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.250000
131740000.00
132311562.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-05-31
1.875000
151070000.00
150427674.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
1.625000
200.00
199.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-15
0.375000
27224900.00
28957515.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
1.625000
165539300.00
157831595.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
200.00
234.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
102.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
0.125000
100.00
110.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-30
1.125000
102385000.00
99743685.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-31
1.250000
34299600.00
33440738.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-15
2.750000
3258800.00
3305262.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
2.875000
22418000.00
23036505.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.375000
74457000.00
74965304.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-31
1.500000
30000.00
29856.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
0.250000
100.00
105.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.500000
17230000.00
16936880.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
5.500000
549800.00
690570.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
8793500.00
12364873.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
1861100.00
1897863.41
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
835000000.00
835000000.00
0.0090
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.730000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0JWSW3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-06-15
2.625000
245869900.00
249999946.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-15
2.750000
246485700.00
249999969.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-15
2.250000
248832300.00
249999990.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
2.000000
248344200.00
244332546.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-30
1.125000
255219400.00
249999980.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-08-15
3.125000
240727100.00
249999937.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-05-15
2.875000
239920500.00
249999968.50
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0277
1710000000.00
1710000000.00
0.0184
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWSY9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC Q53212 G
2047-12-01
4.000000
13600000.00
12584541.12
Agency Mortgage-Backed Securities
03.500 FGPC Q54552 G
2048-03-01
3.500000
587500.00
550347.07
Agency Mortgage-Backed Securities
04.000 FGPC G61254 G
2048-01-01
4.000000
15700320.00
14403159.79
Agency Mortgage-Backed Securities
FNMS 03.500 CQAB7130
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
200000.00
96919.72
Agency Mortgage-Backed Securities
05.000 FGPC G61853 G
2049-01-01
5.000000
25328032.00
26700432.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA3101
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
3281156.00
2317973.46
Agency Mortgage-Backed Securities
03.500 FGPC G08830 G
2048-08-01
3.500000
12530320.00
12233210.44
Agency Mortgage-Backed Securities
05.000 FGPC C91006 G
2026-10-01
5.000000
1499990.00
59095.85
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB7248
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.500000
20559456.00
7373438.95
Agency Mortgage-Backed Securities
04.500 FGPC G60871 G
2046-07-01
4.500000
22928.00
17051.91
Agency Mortgage-Backed Securities
03.000 FGPC G61257 G
2046-11-01
3.000000
88073.00
77605.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3147
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
90129536.00
26865488.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE8217
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
9339824.00
3380507.93
Agency Mortgage-Backed Securities
GNII SF BL2917 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
2416168.00
2583013.42
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC1873
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.500000
1722228.00
1190796.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7696
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
3684444.00
3729974.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5914
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
50064704.00
50927391.17
Agency Mortgage-Backed Securities
03.500 FGPC Q37298 G
2045-11-01
3.500000
950000.00
666616.19
Agency Mortgage-Backed Securities
04.000 FGPC Q62983 G
2049-04-01
4.000000
2873704.00
2961665.84
Agency Mortgage-Backed Securities
04.000 FGPC Q62973 G
2049-04-01
4.000000
11417184.00
11766643.71
Agency Mortgage-Backed Securities
04.000 FGPC Q63192 G
2049-04-01
4.000000
23498848.00
24214510.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2113
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
4549648.00
4463656.05
Agency Mortgage-Backed Securities
04.000 FGPC Q52767 G
2047-12-01
4.000000
1085020.00
1022479.88
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.750000
46128000.00
46854126.08
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
250000000.00
250000000.00
0.0027
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.750000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWSZ6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-02-15
8.500000
3478600.00
3705567.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-12-31
2.125000
249697600.00
249999284.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-15
0.750000
1259200.00
1295172.07
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
250000000.00
250000000.00
0.0027
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.750000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWT28
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-07-15
0.750000
109441600.00
112568061.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-08-15
8.125000
39153100.00
40432001.40
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
150000000.00
150000000.00
0.0016
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWT36
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-01
3.830000
1253000.00
1225340.35
Agency Collateralized Mortgage Obligation
05.500 FGPC D95897 G
2023-03-01
5.500000
1500000.00
21022.59
Agency Mortgage-Backed Securities
03.000 FGPC G08737 G
2046-12-01
3.000000
6710000.00
5515903.49
Agency Mortgage-Backed Securities
GNAR AT 082661 M
549300M8ZYFG0OCMTT87
2040-11-20
4.125000
20000000.00
2471466.96
Agency Mortgage-Backed Securities
GNAR AT 082958 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
11446800.00
1222546.58
Agency Mortgage-Backed Securities
GNMI SP 784500 X
549300M8ZYFG0OCMTT87
2047-02-15
3.000000
1097.00
1020.82
Agency Mortgage-Backed Securities
GNII SP 784110 C
549300M8ZYFG0OCMTT87
2045-11-20
5.000000
5858.00
3153.88
Agency Mortgage-Backed Securities
GNMI SP 781811 X
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
32352.00
1960.74
Agency Mortgage-Backed Securities
GNMI SP 783390 X
549300M8ZYFG0OCMTT87
2041-08-15
4.000000
2650.00
670.77
Agency Mortgage-Backed Securities
GNMI SF AV9679 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
1674248.00
1523210.29
Agency Mortgage-Backed Securities
GNMI SF AZ5554 X
549300M8ZYFG0OCMTT87
2047-08-15
3.000000
900722.00
871748.06
Agency Mortgage-Backed Securities
GNMI SF 581125 X
549300M8ZYFG0OCMTT87
2032-01-15
6.000000
150414.00
4430.51
Agency Mortgage-Backed Securities
GNII SF MA1284 M
549300M8ZYFG0OCMTT87
2043-09-20
3.000000
247155000.00
120482441.20
Agency Mortgage-Backed Securities
FNMS 04.500 CI909125
B1V7KEBTPIMZEU4LTD58
2022-12-01
4.500000
1118070.00
162410.35
Agency Mortgage-Backed Securities
FNMS 05.000 CL995930
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
1598.00
48.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB4919
B1V7KEBTPIMZEU4LTD58
2027-04-01
3.000000
69743542.00
19998037.18
Agency Mortgage-Backed Securities
04.000 FGPC V82963 G
2047-02-01
4.000000
4602.00
3926.26
Agency Mortgage-Backed Securities
03.000 FGPC Q41931 G
2046-07-01
3.000000
9979.00
7842.27
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX6165
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
7496012.00
3053648.13
Agency Mortgage-Backed Securities
FNMS 07.500 K0745557
B1V7KEBTPIMZEU4LTD58
2034-10-01
7.500000
960000.00
78674.43
Agency Mortgage-Backed Securities
03.000 FGPC Q45878 G
2046-12-01
3.000000
7665902.00
6247983.10
Agency Mortgage-Backed Securities
GNMI SP 780706 X
549300M8ZYFG0OCMTT87
2021-02-15
10.000000
244880.00
151.00
Agency Mortgage-Backed Securities
GNMI SF AQ0562 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
1164488.00
686221.66
Agency Mortgage-Backed Securities
GNMI SF AR1055 X
549300M8ZYFG0OCMTT87
2046-05-15
4.000000
4000000.00
2522163.24
Agency Mortgage-Backed Securities
GNII SF BC1888 C
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
14412.00
13183.26
Agency Mortgage-Backed Securities
GNAR AF MA5409 M
549300M8ZYFG0OCMTT87
2048-08-20
3.500000
7000000.00
6804113.11
Agency Mortgage-Backed Securities
GNII JM MA5455 M
549300M8ZYFG0OCMTT87
2048-08-20
3.000000
1091514.00
921551.36
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
1497.00
1502.75
Agency Mortgage-Backed Securities
GNII SF MA5594 M
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
201636.00
201771.82
Agency Mortgage-Backed Securities
GNII SF MA5761 M
549300M8ZYFG0OCMTT87
2048-09-20
3.000000
22201398.00
22028923.26
Agency Mortgage-Backed Securities
GNII SF MA1842 M
549300M8ZYFG0OCMTT87
2035-05-20
5.500000
5745.00
1530.48
Agency Mortgage-Backed Securities
GNII SF MA3033 M
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
38712000.00
24241897.77
Agency Mortgage-Backed Securities
GNII SF MA5306 M
549300M8ZYFG0OCMTT87
2028-10-20
6.500000
534789.00
353445.65
Agency Mortgage-Backed Securities
GNII SF MA5330 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
2661816.00
2587580.89
Agency Mortgage-Backed Securities
GNII SF MA4655 M
549300M8ZYFG0OCMTT87
2047-07-20
5.000000
12127920.00
7629838.02
Agency Mortgage-Backed Securities
GNII SF MA4724 M
549300M8ZYFG0OCMTT87
2047-09-20
6.000000
1351.00
734.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA0676
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
4169945.00
3977714.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ8120
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
5474.00
4863.60
Agency Mortgage-Backed Securities
03.000 FGPC E03124 G
2027-04-01
3.000000
340000.00
70408.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2088
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1086939.00
1128802.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6400
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1326752.00
1389665.30
Agency Mortgage-Backed Securities
GNMI SF AO9396 X
549300M8ZYFG0OCMTT87
2045-12-15
4.500000
4831.00
2004.71
Agency Mortgage-Backed Securities
06.000 FGPC G03646 G
2038-01-01
6.000000
3043762.00
75928.43
Agency Mortgage-Backed Securities
06.000 FGPC G06402 G
2039-03-01
6.000000
158740.00
9155.69
Agency Mortgage-Backed Securities
05.500 FGPC G06694 G
2040-06-01
5.500000
69636.00
6263.93
Agency Mortgage-Backed Securities
FMAR 1N1681 G
2037-03-01
4.300000
554253.00
139053.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3664
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
2334.00
2402.73
Agency Mortgage-Backed Securities
FNMS 06.000 CZAE0520
B1V7KEBTPIMZEU4LTD58
2049-01-01
6.000000
1783.00
52.65
Agency Mortgage-Backed Securities
GNAR AT MA1860 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
30180.00
3486.26
Agency Mortgage-Backed Securities
FNMS 05.500 CLCA2506
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.500000
8129258.00
8575328.44
Agency Mortgage-Backed Securities
FNMS 06.500 CL909349
B1V7KEBTPIMZEU4LTD58
2037-02-01
6.500000
1500.00
108.41
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2853
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
447987.00
394970.60
Agency Mortgage-Backed Securities
04.500 FGPC Q50686 G
2047-08-01
4.500000
4741185.00
4267683.08
Agency Mortgage-Backed Securities
FMAR 780470 G
2033-05-01
4.205000
15770976.00
249574.16
Agency Mortgage-Backed Securities
FMAR 645268 G
2031-08-01
4.460000
214639.00
966.19
Agency Mortgage-Backed Securities
03.500 FGPC Q10196 G
2042-08-01
3.500000
14459303.00
7315836.87
Agency Mortgage-Backed Securities
04.500 FGPC V85222 G
2049-02-01
4.500000
3993.00
4113.25
Agency Mortgage-Backed Securities
05.000 FGPC Q60826 G
2048-12-01
5.000000
1762284.00
1910758.74
Agency Mortgage-Backed Securities
FMAR 1N1417 G
2037-02-01
4.307000
2200.00
100.97
Agency Mortgage-Backed Securities
FMAR 1B7203 G
2036-08-01
4.662000
38017792.00
1404540.47
Agency Mortgage-Backed Securities
FNMS 05.000 CI813939
B1V7KEBTPIMZEU4LTD58
2020-12-01
5.000000
7754.00
70.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8664
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1192880.00
1115265.19
Agency Mortgage-Backed Securities
FMAR 781321 G
2034-03-01
4.877000
33830272.00
756674.21
Agency Mortgage-Backed Securities
FMAR 783058 G
2035-03-01
4.737000
2360.00
85.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109690
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.910000
5647.00
5958.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK9716
B1V7KEBTPIMZEU4LTD58
2042-04-01
5.000000
2539492.00
774244.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1243
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5641025.00
577510.36
Agency Mortgage-Backed Securities
03.000 FGPC Q43732 G
2046-10-01
3.000000
405000.00
357018.96
Agency Mortgage-Backed Securities
GNMI SP 780349 X
549300M8ZYFG0OCMTT87
2021-09-15
10.000000
17460.00
0.87
Agency Mortgage-Backed Securities
GNII SF BM3337 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1908856.00
1994407.11
Agency Mortgage-Backed Securities
GNII SF BM4594 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1192217.00
1238379.91
Agency Mortgage-Backed Securities
GNII SF BM4828 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1293730.00
1345846.91
Agency Mortgage-Backed Securities
GNMI SF AD6371 X
549300M8ZYFG0OCMTT87
2048-03-15
3.000000
4978.00
4852.70
Agency Mortgage-Backed Securities
GNII SF BF1150 C
549300M8ZYFG0OCMTT87
2048-01-20
5.000000
17008894.00
12630732.19
Agency Mortgage-Backed Securities
GNII SF BG1396 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
2002.00
2032.04
Agency Mortgage-Backed Securities
GNCL CL BI3873
549300M8ZYFG0OCMTT87
2059-11-15
4.230000
599084.00
612947.70
Agency Mortgage-Backed Securities
GNII SF BL2930 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
2344703.00
2507172.55
Agency Mortgage-Backed Securities
GNII SF BL8769 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
922963.00
968438.31
Agency Mortgage-Backed Securities
GNII SF BM1729 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1474037.00
1558127.86
Agency Mortgage-Backed Securities
GNAR AF MA5774 M
549300M8ZYFG0OCMTT87
2049-02-20
3.500000
30310326.00
30825809.95
Agency Mortgage-Backed Securities
GNMI SF AO9361 X
549300M8ZYFG0OCMTT87
2045-12-15
4.000000
471754.00
189524.49
Agency Mortgage-Backed Securities
GNMI SF BA6936 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
165900.00
170361.86
Agency Mortgage-Backed Securities
GNMI SF BE3837 X
549300M8ZYFG0OCMTT87
2048-05-15
5.000000
41717.00
26190.99
Agency Mortgage-Backed Securities
GNII SF MA5765 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
1796.00
1881.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3616
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
1297.00
1338.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8806
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
9813194.00
10234977.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6013
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1058448.00
1115458.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6854
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1591957.00
1052969.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0558
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.420000
11543000.00
11936720.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2165
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.550000
10692500.00
11026124.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5807
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
2882.00
2917.35
Agency Mortgage-Backed Securities
FNMS 03.000 CIAQ8268
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.000000
2729871.00
1038743.33
Agency Mortgage-Backed Securities
FNMS 03.000 CIAT7652
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
20439.00
7249.18
Agency Mortgage-Backed Securities
FMAR 1Q0282 G
2037-06-01
4.570000
294998.00
14003.22
Agency Mortgage-Backed Securities
FMAR 1Q0993 G
2040-05-01
4.304000
15539376.00
1135174.66
Agency Mortgage-Backed Securities
FMAR 1Q1871 G
2039-09-01
4.576000
21566976.00
21333449.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5909
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
1974784.00
2110021.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6056
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
5159655.00
5310818.56
Agency Mortgage-Backed Securities
GNAR AT MA0243 M
549300M8ZYFG0OCMTT87
2042-07-20
3.750000
5000000.00
767152.32
Agency Mortgage-Backed Securities
FMAR 2B1106 G
2043-02-01
2.122000
4027000.00
1555900.39
Agency Mortgage-Backed Securities
GNII SF 004468 M
549300M8ZYFG0OCMTT87
2039-06-20
4.500000
26335749.00
3267556.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL254447
B1V7KEBTPIMZEU4LTD58
2032-09-01
6.000000
1305.00
10.86
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
380000000.00
380000000.00
0.0041
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.750000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWT51
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-04-23
0.00
7870000.00
7687156.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-11
0.00
2097000.00
2091149.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
1.875000
648300.00
648531.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-31
1.625000
2678300.00
2683349.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-30
0.00
11507200.00
11300208.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
2.000000
250627200.00
249999433.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-31
2.000000
3209400.00
3198902.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
237667200.00
232391290.20
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
500000000.00
500000000.00
0.0054
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.720000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTA0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES K-F04 A 20210625 FLT
2021-06-25
2.804500
227966.00
3342.03
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-070 A-M 20271225 FLT
2027-12-25
3.364000
2.00
2.05
Agency Collateralized Mortgage Obligation
FNRM CL078VB R18F078
2029-12-25
4.000000
455424.00
454213.16
Agency Collateralized Mortgage Obligation
FNRM CL006BP R19F006
2047-12-25
4.000000
1676620.00
1719745.70
Agency Collateralized Mortgage Obligation
FNRM CL052NB R12F052
2039-12-25
3.500000
390656.00
76200.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-15
3.033000
29244954.00
15925050.11
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.938000
3191919.00
3145801.97
Agency Collateralized Mortgage Obligation
GNRM 2010-146 UD
549300M8ZYFG0OCMTT87
2040-07-16
2.500000
24998936.00
842393.70
Agency Collateralized Mortgage Obligation
GNRM 2013-168 KA
549300M8ZYFG0OCMTT87
2039-05-16
4.500000
8276058.00
583896.18
Agency Collateralized Mortgage Obligation
GNRA 2017-141 QF
549300M8ZYFG0OCMTT87
2047-09-20
2.788000
6397920.00
5284491.93
Agency Collateralized Mortgage Obligation
GNRA 2018-15 DF
549300M8ZYFG0OCMTT87
2048-08-20
2.788000
16168754.00
15591147.70
Agency Collateralized Mortgage Obligation
GNRA 2018-34 FC
549300M8ZYFG0OCMTT87
2048-10-20
2.838000
12861700.00
12600013.68
Agency Collateralized Mortgage Obligation
GNRA 2019-03 FE
549300M8ZYFG0OCMTT87
2049-01-20
2.838000
4556339.00
4392743.70
Agency Collateralized Mortgage Obligation
GNRA 2017-6O CF
549300M8ZYFG0OCMTT87
2067-07-20
2.979000
100000.00
87239.00
Agency Collateralized Mortgage Obligation
GNRA 2015-9O FA
549300M8ZYFG0OCMTT87
2065-04-20
3.129000
225000.00
162379.26
Agency Collateralized Mortgage Obligation
GNRA 2015-26O FA
549300M8ZYFG0OCMTT87
2065-10-20
3.029000
100000.00
80760.07
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FQ
549300M8ZYFG0OCMTT87
2066-03-20
3.209000
1638730.00
1329309.62
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
228.00
5.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
10885726.00
9840444.23
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-05-25
2.985500
572605.00
88611.06
Agency Collateralized Mortgage Obligation
FNRM CL047NA R12F047
2042-04-25
2.000000
92636.00
26481.69
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
2365.00
922.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-08-15
3.500000
7651085.00
7573295.57
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
4128444.00
3550467.65
Agency Collateralized Mortgage Obligation
FNRM CL068DV R18F068
2029-11-25
4.000000
249068.00
248442.66
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-11-25
2.835000
528070.00
513931.06
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-11-25
4.431060
668902.00
601541.97
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-063 1A1 20450225 FLT
2045-02-25
3.426340
1.00
0.07
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-066 2A1 20360125 FLT
2036-01-25
4.303190
2.00
0.21
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.865500
2156838.00
280372.24
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-03-25
2.851620
45903.00
85.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-11-15
4.000000
1000.00
998.03
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-08-15
2.783000
15567.00
492.76
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.335500
58472460.00
1764945.68
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLAS9786
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
19626562.00
17713695.78
Agency Mortgage-Backed Securities
03.500 FGPC G60866 G
2047-01-01
3.500000
8015467.00
6608809.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109724
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.885330
8988013.00
9462147.33
Agency Mortgage-Backed Securities
04.500 FGPC G67715 G
2048-08-01
4.500000
2759418.00
2768932.98
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
122063388.00
128080575.01
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
4908539.00
4611903.81
Agency Mortgage-Backed Securities
04.500 FGPC Q56109 G
2048-05-01
4.500000
1559147.00
1510578.85
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462363
B1V7KEBTPIMZEU4LTD58
2037-06-01
4.661000
1800569.00
211283.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1317
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.898000
31547966.00
1655141.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ2452
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.935000
9164122.00
714093.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ4530
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.579000
1179534.00
186651.49
Agency Mortgage-Backed Securities
FNAR XX.XXX WE304032
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.310000
109554276.00
396857.11
Agency Mortgage-Backed Securities
FNAR XX.XXX WE333917
B1V7KEBTPIMZEU4LTD58
2034-05-01
2.310000
75779344.00
918188.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8590
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.544000
25166079.00
5579405.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4201
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.091000
2952020.00
879864.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4924
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
757769.00
425323.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5567
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.707000
1630000.00
376212.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
2490071.00
1510691.90
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0312
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.587000
7942999.00
975444.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1688
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.599000
1775547.00
110135.90
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6229
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.141330
654000.00
659680.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5983
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.058670
11339165.00
11370159.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP0006
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.431000
9277793.00
1175515.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
2016267.00
898418.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2489
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
15296897.00
7034070.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3643
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
15222056.00
10547096.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6352
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.583000
3000974.00
762991.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6871
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.911000
6000000.00
1797130.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.896000
1961903.00
718959.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9649
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.496000
923863.00
400073.40
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL8641
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.498000
5344792.00
1703499.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4478
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.575330
8847237.00
8371497.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0580
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.999000
8895442.00
9493282.42
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0591
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.195330
752739.00
815197.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1082
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.459000
3472106.00
650407.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3074
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.339000
2901608.00
1029801.24
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM4438
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.172000
1598340.00
1365478.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
606821.00
591058.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5849
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.422000
313565.00
262410.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5958
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.991000
103000.00
105338.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
11544615.00
11461528.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9106
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.223000
1531557.00
680561.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0532
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.916330
1030000.00
1092932.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1565
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.196000
480953.00
366034.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1844
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.178000
1143171.00
579933.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
2148396.00
2172996.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2535
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.320000
1270437.00
1272358.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4775
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
35276480.00
35468506.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6261
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4290380.00
4438237.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9650
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.855000
1570226.00
1216226.89
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3336
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.512000
2787066.00
580978.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3749
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.543000
2030000.00
372744.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN4388
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
37000000.00
37369075.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4549
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.696000
34284.00
35205.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN6190
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.833000
2236970.00
1929846.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
642802.00
637282.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0699
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
2021439.00
1913888.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1230073.00
1262870.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
5868464.00
5547864.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1543389.00
1397220.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
2020023.00
1897188.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7644127.00
6958832.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806481
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.806000
28643637.00
2806259.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LB816591
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.258000
24000000.00
409806.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826803
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.363000
28667230.00
1538399.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.217000
28447408.00
1330362.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735864
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.368000
29259521.00
1154967.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WS745798
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.597000
16793219.00
1228923.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LB764020
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.355000
6918285.00
362208.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
3044721.00
101770.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS782250
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.854000
25000000.00
956892.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679723
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.647000
84663674.00
1420754.16
Agency Mortgage-Backed Securities
FMAR 840859 G
2048-10-01
3.370000
1000.00
955.55
Agency Mortgage-Backed Securities
FMAR 840619 G
2042-04-01
4.358000
1023452.00
467680.56
Agency Mortgage-Backed Securities
FMAR 840662 G
2047-08-01
2.956000
1700275.00
1224854.45
Agency Mortgage-Backed Securities
FMAR 840725 G
2041-11-01
4.592000
169378.00
107741.49
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
11206880.00
10827561.24
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
2046-08-01
3.500000
5409187.00
4107454.84
Agency Mortgage-Backed Securities
04.000 FGPC Q48561 G
2047-06-01
4.000000
7640665.00
7110127.69
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.663000
693403.00
495802.67
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
37124902.00
16080584.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3461
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.337000
634180.00
631761.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9202
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.478000
1000.00
795.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9269
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.975000
682654.00
253199.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1276
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.380000
1369869.00
1375421.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1533
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.281000
2327253.00
2075869.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1669332.00
1614687.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH0691
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.323000
1776426.00
1093108.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.055000
1480122.00
1142374.75
Agency Mortgage-Backed Securities
04.000 FGPC V83139 G
2047-04-01
4.000000
24723.00
21912.87
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
38076.00
33211.63
Agency Mortgage-Backed Securities
FMAR 2B6842 G
2048-03-01
3.279000
1726505.00
1510530.06
Agency Mortgage-Backed Securities
FMAR 2B6902 G
2048-04-01
3.238000
1200000.00
1127355.64
Agency Mortgage-Backed Securities
FMAR 2B6990 G
2048-07-01
3.221000
100000.00
96302.02
Agency Mortgage-Backed Securities
GNII SF MA5335 M
549300M8ZYFG0OCMTT87
2048-07-20
6.500000
1000000.00
615329.69
Agency Mortgage-Backed Securities
GNII JM MA5457 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
7364611.00
7236992.46
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
9292348.00
9586495.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0859
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.699000
7850000.00
669329.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.449000
1120005.00
177066.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0289
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.830000
25300000.00
1546089.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0350
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.527000
5200000.00
279092.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0635
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
2608960.00
710882.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
96300397.00
89144281.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2049
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.945000
6610023.00
250273.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
1843350.00
1875811.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
4899369.00
5062789.03
Agency Mortgage-Backed Securities
FMAR 2B6996 G
2048-06-01
3.299000
100000.00
100369.57
Agency Mortgage-Backed Securities
FMAR 2B7017 G
2048-07-01
3.325000
659380.00
662317.02
Agency Mortgage-Backed Securities
FMAR 2B6014 G
2047-04-01
3.023000
600000.00
432073.87
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.906000
365544.00
291870.82
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.886000
1480164.00
1232938.79
Agency Mortgage-Backed Securities
FMAR 2B6587 G
2047-10-01
2.881000
1698952.00
1129702.27
Agency Mortgage-Backed Securities
FMAR 2B6659 G
2047-12-01
2.966000
1510032.00
1474311.55
Agency Mortgage-Backed Securities
FMAR 2B6662 G
2047-12-01
2.823000
699806.00
682740.95
Agency Mortgage-Backed Securities
FMAR 2B4854 G
2045-10-01
2.482000
91243.00
45595.76
Agency Mortgage-Backed Securities
FMAR 2B4944 G
2045-12-01
2.502000
1682867.00
718825.37
Agency Mortgage-Backed Securities
FMAR 2B5017 G
2045-12-01
2.683000
1452772.00
476843.07
Agency Mortgage-Backed Securities
FMAR 2B6300 G
2047-07-01
2.903000
300000.00
194272.91
Agency Mortgage-Backed Securities
FMAR 2B5472 G
2046-07-01
2.317000
3011626.00
1422728.25
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.888000
2332682.00
501746.15
Agency Mortgage-Backed Securities
FMAR 2B3460 G
2044-11-01
2.996000
6161676.00
1398235.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX6874
B1V7KEBTPIMZEU4LTD58
2044-11-01
2.760000
3300000.00
1348211.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.814000
1313682.00
496789.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY4346
B1V7KEBTPIMZEU4LTD58
2045-02-01
2.573000
174016.00
54068.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4621
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.516000
1400000.00
949611.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9443
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
40969406.00
38173135.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.655000
4559944.00
744867.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.868000
5278056.00
1018915.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.662000
2421.00
526.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2258
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.970000
5712230.00
964572.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
24743136.00
19482774.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7917
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
3170864.00
2580336.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7919
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
8235568.00
6612658.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8130
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
2950908.00
2576899.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1940
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.850000
1039562.00
290728.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5297
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.000000
39015.00
23903.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5327
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
257282.00
211308.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LB865254
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.770000
15491346.00
1297676.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7321
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.763000
3100000.00
1730368.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7330
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.399000
4779731.00
2248230.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBA4647
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.502000
514898.00
301921.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2424
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
488343.00
389685.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE7401
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.892000
31085.00
23764.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LB833171
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.242000
42000846.00
869809.95
Agency Mortgage-Backed Securities
FNAR XX.XXX WS835261
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.376000
2151000.00
235713.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LB838744
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.517000
3386852.00
57720.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WS843670
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.425000
5037390.00
598962.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LB799238
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.450000
30765028.00
1016511.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LB803592
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.198000
16500000.00
447664.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4951
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
20655442.00
7753699.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6904
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
90405.00
47368.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2340
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
19196620.00
19531750.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
2695032.00
2789242.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2730
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
53166986.00
55270389.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LA888117
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.452000
29789980.00
1185122.41
Agency Mortgage-Backed Securities
FNAR XX.XXX WE889926
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.271000
2664036.00
538811.08
Agency Mortgage-Backed Securities
FNMS 06.000 CL890388
B1V7KEBTPIMZEU4LTD58
2041-08-01
6.000000
4767052.00
1555061.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1314
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
63000000.00
58204726.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2621
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
5747901.00
5783546.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
20621506.00
20580699.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2195
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
36811628.00
37786559.66
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2238
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.500000
1011380.00
987228.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
35498758.00
33937741.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0547
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
3766964.00
3372547.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0625
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
2675174.00
2478636.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD3213
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.820000
55005122.00
1103536.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8948
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.696000
16351970.00
648292.67
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
1406275.00
597124.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3563
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
911110.00
917900.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3088
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
49834317.00
43002994.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5084517.00
4655039.95
Agency Mortgage-Backed Securities
FNMS 03.000 CVAB9114
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.000000
15911289.00
5683352.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0599
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.741000
53250000.00
4328830.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2609
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.286000
3000000.00
177393.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5260
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.685000
9781715.00
125919.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC6234
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.753000
50003609.00
4882986.62
Agency Mortgage-Backed Securities
FNMS 03.500 CL890769
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
308384.00
253074.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LB892657
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.590000
36647484.00
285924.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ896369
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.745000
11188000.00
1287015.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAA3513
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.428000
3500000.00
326094.34
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.542000
7423305.00
1749190.84
Agency Mortgage-Backed Securities
FMAR 2B4218 G
2045-05-01
2.751000
2680665.00
1116163.24
Agency Mortgage-Backed Securities
FMAR 2B4783 G
2045-10-01
2.752000
3751082.00
1662799.01
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.430000
1883115.00
971034.97
Agency Mortgage-Backed Securities
FMAR 848704 G
2042-03-01
4.004000
17452357.00
1676094.45
Agency Mortgage-Backed Securities
FMAR 848721 G
2042-01-01
4.652000
1313282.00
106589.53
Agency Mortgage-Backed Securities
FMAR 849144 G
2037-09-01
4.731000
1900000.00
478658.68
Agency Mortgage-Backed Securities
FMAR 849307 G
2044-05-01
3.804000
1350000.00
206362.71
Agency Mortgage-Backed Securities
FMAR 2B2465 G
2044-04-01
2.936000
10724545.00
1385481.51
Agency Mortgage-Backed Securities
FMAR 1B8789 G
2041-09-01
4.650000
99171.00
3892.20
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
8361288.00
2642559.11
Agency Mortgage-Backed Securities
FMAR 848224 G
2040-02-01
4.980000
100000000.00
1853729.74
Agency Mortgage-Backed Securities
FMAR 848237 G
2040-03-01
4.702000
16500000.00
896160.19
Agency Mortgage-Backed Securities
FMAR 848577 G
2041-06-01
4.453000
25000000.00
1577274.13
Agency Mortgage-Backed Securities
FMAR 1Q1350 G
2039-05-01
4.199000
21180138.00
1908290.84
Agency Mortgage-Backed Securities
FMAR 1Q1458 G
2040-07-01
4.265000
35283667.00
2565905.72
Agency Mortgage-Backed Securities
FMAR 1Q1482 G
2039-12-01
4.562000
4213512.00
804324.55
Agency Mortgage-Backed Securities
FMAR 1Q1854 G
2038-07-01
4.780000
1600000.00
949778.17
Agency Mortgage-Backed Securities
FMAR 1B7871 G
2041-02-01
5.030000
102076.00
8428.18
Agency Mortgage-Backed Securities
FMAR 1B7930 G
2041-01-01
4.694000
3172206.00
212166.60
Agency Mortgage-Backed Securities
FMAR 1J2086 G
2039-09-01
4.630000
481371.00
50958.13
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.596000
147362.00
75062.88
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.454000
1270405.00
41307.60
Agency Mortgage-Backed Securities
FMAR 1Q1734 G
2037-12-01
4.691000
446053.00
157560.15
Agency Mortgage-Backed Securities
FMAR 1Q1758 G
2038-04-01
4.427000
936116.00
355808.94
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.479000
8430475.00
1270704.11
Agency Mortgage-Backed Securities
04.000 FGPC G08847 G
2048-11-01
4.000000
402147.00
398478.68
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
168557739.00
168465896.95
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.653000
885398.00
143428.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.371000
63498.00
13457.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.522000
3492568.00
1618438.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3252
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.467000
6709981.00
647220.99
Agency Mortgage-Backed Securities
FNMS 03.500 CIAJ7721
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.500000
3982598.00
940827.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.458000
800000.00
150706.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0965
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.895000
229987.00
19377.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2833
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
9716119.00
5193031.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9720
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.462000
10300000.00
1165704.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.791000
5844503.00
660419.22
Agency Mortgage-Backed Securities
FNAR XX.XXX WS563497
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.375000
100000.00
724.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4377
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.463000
696054.00
708459.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3980
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.643000
400000.00
377898.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5067
B1V7KEBTPIMZEU4LTD58
2048-10-01
2.834000
1941045.00
1847635.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN7144
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.934000
1453754.00
1491714.08
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBN7153
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.251000
1500000.00
1558952.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
26578684.00
23868326.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3279
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.841000
350000.00
358011.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LB773894
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.037000
1167.00
25.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3014
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5484628.00
5773789.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
12414838.00
13150953.17
Agency Mortgage-Backed Securities
03.500 FGPC G08865 G
2049-03-01
3.500000
323878.00
325438.58
Agency Mortgage-Backed Securities
GNMI SF 734281 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
7558566.00
2894079.37
Agency Mortgage-Backed Securities
GNII SF 677960 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
5935299.00
5568869.80
Agency Mortgage-Backed Securities
GNII SF BL7651 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1632100.00
1725700.94
Agency Mortgage-Backed Securities
GNII SF BL9084 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1308268.00
1372728.98
Agency Mortgage-Backed Securities
GNII SF BM3727 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1182454.00
1266264.89
Agency Mortgage-Backed Securities
GNII SF BM4586 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1129614.00
1207249.86
Agency Mortgage-Backed Securities
GNII SF BM9217 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1499093.00
1598779.35
Agency Mortgage-Backed Securities
GNMI SF AP0118 X
549300M8ZYFG0OCMTT87
2045-10-15
4.000000
2228364.00
1662248.86
Agency Mortgage-Backed Securities
GNII SF BJ8790 C
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
1706391.00
1793652.00
Agency Mortgage-Backed Securities
GNII SF BJ8794 C
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
2084983.00
2117954.17
Agency Mortgage-Backed Securities
GNII SF BL1309 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1510407.00
1607288.66
Agency Mortgage-Backed Securities
GNII SF BL2974 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
2506791.00
2667815.36
Agency Mortgage-Backed Securities
GNII SF BL3743 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1657909.00
1759144.24
Agency Mortgage-Backed Securities
GNII SF BL7650 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
2220278.00
2349198.44
Agency Mortgage-Backed Securities
GNMI SF BD7084 X
549300M8ZYFG0OCMTT87
2047-10-15
4.000000
8159150.00
8257888.89
Agency Mortgage-Backed Securities
GNII SF BF8812 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2424281.00
2465536.55
Agency Mortgage-Backed Securities
GNII SF BF8813 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1381382.00
1331011.75
Agency Mortgage-Backed Securities
GNII SF BH7975 C
549300M8ZYFG0OCMTT87
2048-08-20
5.500000
1271428.00
1360271.37
Agency Mortgage-Backed Securities
GNII SF BH9648 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
1019495.00
1078195.89
Agency Mortgage-Backed Securities
GNII SF BI5065 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1910582.00
2046001.72
Agency Mortgage-Backed Securities
04.000 FGPC V85216 G
2049-03-01
4.000000
99524141.00
103030507.00
Agency Mortgage-Backed Securities
04.000 FGPC V85459 G
2049-04-01
4.000000
33669117.00
34699668.82
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
2048-03-01
3.500000
90942.00
85073.37
Agency Mortgage-Backed Securities
FMAR 2B7371 G
2049-03-01
3.709000
1950000.00
1998544.87
Agency Mortgage-Backed Securities
FMAR 2B6670 G
2047-12-01
2.912000
26419.00
18795.71
Agency Mortgage-Backed Securities
GNMI SF 779231 X
549300M8ZYFG0OCMTT87
2042-05-15
4.000000
14625616.00
5736803.39
Agency Mortgage-Backed Securities
GNII SF BB3726 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
2033231.00
1937613.28
Agency Mortgage-Backed Securities
GNII SF BB6837 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
1025191.00
902584.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE9718
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.630000
49491532.00
3679499.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3663
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
21063904.00
21302335.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2014
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.794000
32257173.00
4295728.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0296
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.784000
1638881.00
1616953.46
Agency Mortgage-Backed Securities
FMAR 2B5884 G
2047-02-01
2.850000
1011944.00
691489.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5576
B1V7KEBTPIMZEU4LTD58
2044-11-01
2.867000
6300000.00
1526728.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9662
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
4539644.00
4040948.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
9922688.00
8907864.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830609
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.253000
50018421.00
2500632.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830612
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.266000
30000000.00
1214045.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1016
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
9620548.00
9664248.22
Agency Mortgage-Backed Securities
FNMS 05.000 CQMA1767
B1V7KEBTPIMZEU4LTD58
2043-12-01
5.000000
2585770.00
1543089.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC3955
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.590000
5762000.00
642700.67
Agency Mortgage-Backed Securities
FMAR 1B8053 G
2041-02-01
5.005000
20000000.00
1974804.24
Agency Mortgage-Backed Securities
FNAR XX.XXX WS111643
B1V7KEBTPIMZEU4LTD58
2020-09-01
2.365000
7300.00
0.11
Agency Mortgage-Backed Securities
FNAR XX.XXX WE134480
B1V7KEBTPIMZEU4LTD58
2021-04-01
2.301000
129503.00
252.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0065
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.353000
40000000.00
3203930.11
Agency Mortgage-Backed Securities
FMAR 848675 G
2042-02-01
4.820000
2900000.00
293292.61
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0276
1515000000.00
1515000000.00
0.0163
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.740000%
549300QJJX6CVVUXLE15
0001317808
ARP0JWTB8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
46406.00
43765.25
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
174768586.00
147821962.67
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
333411419.00
249683365.87
Agency Mortgage-Backed Securities
GNII SF BH7965 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
11950681.00
12439726.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5162
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
236853761.00
249941065.70
Agency Mortgage-Backed Securities
GNII SF MA2602 M
549300M8ZYFG0OCMTT87
2045-02-20
4.000000
222485.00
77396.11
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
2362888.00
1228044.27
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
48657968.00
32088262.71
Agency Mortgage-Backed Securities
GNMI SP 782712 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
250446321.00
21437259.21
Agency Mortgage-Backed Securities
GNMI SP 783641 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
65563482.00
11448205.22
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
63700.00
64674.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
1945000.00
2011359.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
19931400.00
19862288.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
0.125000
21674800.00
23271657.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
47000.00
49711.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.125000
104644300.00
104052266.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
6.500000
7270800.00
9495734.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-08-15
4.500000
600.00
764.01
U.S. Treasuries (including strips)
GNII SF MA1522 M
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
251556.00
70178.12
Agency Mortgage-Backed Securities
GNMI SP 782690 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
100000000.00
7325569.17
Agency Mortgage-Backed Securities
GNMI SP 782252 X
549300M8ZYFG0OCMTT87
2038-01-15
5.500000
1000.00
47.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
7639178.00
1167929.87
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0278
869000000.00
869000000.00
0.0094
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.500000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTC6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2009-067 FA
549300M8ZYFG0OCMTT87
2039-08-16
3.432000
50000000.00
1928064.62
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
18480120.00
15892929.22
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-12-25
2.965500
2252832.00
216523.42
Agency Collateralized Mortgage Obligation
FNRM CL146DA R11F146
2041-09-25
4.000000
1089638.00
184147.19
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-05-25
2.985500
1423482.00
220284.92
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.985500
4090404.00
306691.49
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
45924961.00
17905262.90
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
21902621.00
9285527.81
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
12053966.00
302739.32
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-063 1A1 20450225 FLT
2045-02-25
3.426340
19.00
1.33
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-066 2A1 20360125 FLT
2036-01-25
4.303190
1.00
0.10
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-067 1A1C 20360325 FLT
2036-03-25
3.962130
2.00
0.17
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.865500
6544305.00
850708.99
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.335500
25441.00
778.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-11-15
2.983750
478230.00
117655.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-12-15
4.500000
112047.00
7545.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.839000
5747618.00
2626628.92
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
5431371.00
4904776.30
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-09-25
2.785500
1749744.00
1637734.17
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-08-25
2.785500
2636000.00
2366929.91
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-11-25
4.431060
86568.00
77850.40
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-02-25
2.935500
3886602.00
3874458.83
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
44068750.00
16567055.10
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
8853774.00
3756621.51
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
32097085.00
13694908.36
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
3905222.00
1047086.78
Agency Collateralized Mortgage Obligation
GNRA 2009-083 TF
549300M8ZYFG0OCMTT87
2039-08-20
3.387750
96807.00
5080.91
Agency Collateralized Mortgage Obligation
GNRM 2010-146 UD
549300M8ZYFG0OCMTT87
2040-07-16
2.500000
1064.00
35.85
Agency Collateralized Mortgage Obligation
GNRA 2015-142 YF
549300M8ZYFG0OCMTT87
2045-10-20
2.737750
3067759.00
1435042.10
Agency Collateralized Mortgage Obligation
GNRA 2017-26 W
549300M8ZYFG0OCMTT87
2046-08-20
6.966000
450090.00
272809.70
Agency Collateralized Mortgage Obligation
GNRA 2018-061 FA
549300M8ZYFG0OCMTT87
2048-04-20
2.788000
2089687.00
1889985.89
Agency Collateralized Mortgage Obligation
GNRA 2018-145 LF
549300M8ZYFG0OCMTT87
2048-10-20
2.788000
79583.00
69801.55
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.938000
992120.00
977785.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
13661084.00
12454877.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
1190088.00
1046750.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2056-08-15
2.883750
2864998.00
2718198.99
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2056-08-15
2.883750
1924157.00
1811297.70
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
208771.00
188724.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2021-08-15
7.000000
15.00
0.02
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-11-25
2.985500
1450000.00
968816.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-12-15
3.183750
13449008.00
427429.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-05-15
2.933000
1099553.00
272842.87
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.935500
2740751.00
2662305.46
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
2.993000
1767643.00
1764703.13
Agency Collateralized Mortgage Obligation
FNMS 06.000 CL850029
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
3000000.00
173618.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW3581
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
34753539.00
13753592.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT0852
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
2595627.00
1175439.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU5874
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
116000.00
58128.81
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP6222
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
2582.00
853.66
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK1146
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
6836260.00
1864828.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD3719
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
8822128.00
5453946.38
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.663000
194293.00
138924.97
Agency Mortgage-Backed Securities
FMAR 1Q1734 G
2037-12-01
4.691000
1299300.00
458954.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1308
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.813000
2132122.00
169101.28
Agency Mortgage-Backed Securities
FNMS 02.500 CJMA1351
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
3098626.00
1152988.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
247339752.00
249697189.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1624
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.775000
13293699.00
362910.00
Agency Mortgage-Backed Securities
GNII SF MA5651 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
7482924.00
7640340.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4549
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.696000
4460031.00
4579924.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2335
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
32463936.00
33153484.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LB971852
B1V7KEBTPIMZEU4LTD58
2038-02-01
4.610000
11639575.00
227035.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2527
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.585000
29100483.00
1620668.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4881
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
9552419.00
10026892.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3089
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.863000
8501947.00
8450136.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1465303.00
1454757.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1832
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
33938213.00
31105287.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7726
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.828000
5384338.00
5526350.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK3184
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
420101.00
406930.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.055000
1362149.00
1051321.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4019
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
30000.00
27506.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2741
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
16660267.00
16557312.17
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
106049528.00
111277302.30
Agency Mortgage-Backed Securities
04.000 FGPC Q58085 G
2048-08-01
4.000000
4309710.00
4303814.09
Agency Mortgage-Backed Securities
FMAR 1Q1458 G
2040-07-01
4.265000
6061575.00
440811.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2835
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
93147.00
67875.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV6723
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.663000
2412694.00
500565.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX9267
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
7663255.00
4886606.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ2609
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1498146.00
988065.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9813
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
25281344.00
22724555.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT0370
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
7694195.00
5033853.78
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU7549
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
1524093.00
510665.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6184
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
34639630.00
25758009.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6223
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
53968736.00
39297249.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
30139659.00
22642854.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8121
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
10642383.00
8632593.55
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5983
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.058670
91932.00
92183.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
10587111.00
6271930.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2892
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
60000015.00
35222514.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.896000
8177034.00
2996559.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9920
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
375278.00
344606.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8112
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
45597111.00
31798042.28
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.069000
1187936.00
1192037.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0194
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
880000.00
320898.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.371000
20400.00
4323.64
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4229
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
10391268.00
3089864.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4927
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
61000000.00
31551566.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5097
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
34999.00
12776.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH2893
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
1071.00
208.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH7804
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.312000
5523641.00
846088.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6950
B1V7KEBTPIMZEU4LTD58
2042-05-01
2.903000
3654622.00
908192.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9151
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
1047956.00
578394.84
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109724
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.885330
1805019.00
1900237.09
Agency Mortgage-Backed Securities
04.500 FGPC Q59062 G
2048-10-01
4.500000
34515876.00
36093064.51
Agency Mortgage-Backed Securities
04.500 FGPC G61213 G
2047-11-01
4.500000
1174107.00
1074231.59
Agency Mortgage-Backed Securities
04.000 FGPC Q57339 G
2048-07-01
4.000000
3793076.00
3745726.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3776
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
366573.00
300886.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5013
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
1038943.00
757837.43
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0092
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
24456704.00
19578747.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
7495295.00
5589000.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD3556
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1457695.00
750373.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0465
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1271150.00
1084996.61
Agency Mortgage-Backed Securities
03.000 FGPC G18670 G
2032-12-01
3.000000
8791120.00
7454892.86
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
4.241000
2122405.00
156562.68
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.454000
22695031.00
737935.83
Agency Mortgage-Backed Securities
FMAR 1Q1676 G
2038-02-01
4.269000
731994.00
255880.66
Agency Mortgage-Backed Securities
FMAR 2B7359 G
2049-03-01
3.674000
4814102.00
4566678.35
Agency Mortgage-Backed Securities
03.500 FGPC Q09307 G
2042-07-01
3.500000
4207096.00
1688948.32
Agency Mortgage-Backed Securities
04.000 FGPC V80506 G
2043-10-01
4.000000
21074.00
10653.02
Agency Mortgage-Backed Securities
04.000 FGPC G61647 G
2048-10-01
4.000000
632451.00
636431.76
Agency Mortgage-Backed Securities
04.500 FGPC G61458 G
2048-06-01
4.500000
4046659.00
3899718.47
Agency Mortgage-Backed Securities
03.500 FGPC G08865 G
2049-03-01
3.500000
76471808.00
76840280.39
Agency Mortgage-Backed Securities
03.500 FGPC G61546 G
2044-01-01
3.500000
1231243.00
1158084.23
Agency Mortgage-Backed Securities
06.500 FGPC G61857 G
2036-07-01
6.500000
1799960.00
1957018.88
Agency Mortgage-Backed Securities
04.000 FGPC Q58813 G
2048-10-01
4.000000
5086428.00
5258619.02
Agency Mortgage-Backed Securities
04.000 FGPC Q59108 G
2048-09-01
4.000000
1022636.00
1037910.21
Agency Mortgage-Backed Securities
04.500 FGPC G60871 G
2046-07-01
4.500000
573209.00
426304.56
Agency Mortgage-Backed Securities
04.500 FGPC Q57862 G
2048-08-01
4.500000
8779280.00
8917689.77
Agency Mortgage-Backed Securities
05.000 FGPC Q58902 G
2048-10-01
5.000000
201467.00
214605.88
Agency Mortgage-Backed Securities
05.500 FGPC Q58931 G
2048-09-01
5.500000
1470664.00
1584715.71
Agency Mortgage-Backed Securities
05.000 FGPC Q58227 G
2048-09-01
5.000000
8550.00
9082.12
Agency Mortgage-Backed Securities
04.000 FGPC Q58547 G
2048-09-01
4.000000
5066496.00
5232233.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3777
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
11556841.00
10552964.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3149
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
56171.00
41913.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7052
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
3397281.00
3162271.84
Agency Mortgage-Backed Securities
FNMS 03.000 CQAS8542
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.000000
613305.00
437027.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS5848
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.500000
8226122.00
5637693.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8377
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
40912.00
33739.63
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO7538
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
1673751.00
319122.50
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP3074
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
12788402.00
5854915.47
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL6702
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
2000000.00
804771.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8076
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
19794951.00
14427218.89
Agency Mortgage-Backed Securities
FNMS 03.000 CWAL4226
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
40265026.00
15225646.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH4835
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
26769754.00
3966078.42
Agency Mortgage-Backed Securities
FNMS 03.000 ZI310127
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
3076010.00
1104408.95
Agency Mortgage-Backed Securities
04.000 FGPC Q60875 G
2049-01-01
4.000000
1426733.00
1472312.61
Agency Mortgage-Backed Securities
03.000 FGPC Q62596 G
2048-10-01
3.000000
30598443.00
30325280.50
Agency Mortgage-Backed Securities
04.000 FGPC Q56806 G
2048-06-01
4.000000
341800.00
340746.64
Agency Mortgage-Backed Securities
04.500 FGPC Q58090 G
2048-08-01
4.500000
5979909.00
5948952.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3204
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
882394.00
915020.36
Agency Mortgage-Backed Securities
FNMS 04.000 CJMA0588
B1V7KEBTPIMZEU4LTD58
2025-10-01
4.000000
11034061.00
28434.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
9199840.00
8711045.46
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM4867
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
14388382.00
14372359.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
7134117.00
7190714.88
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN1279
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
429118.00
443243.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9170
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
465967.00
481491.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
1586431.00
1680495.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1043
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
5979982.00
4901394.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3153
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
20347572.00
18802015.23
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK4880
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
7576898.00
6960016.17
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK4941
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
5213841.00
5079634.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5216
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
7955896.00
8165331.20
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK7195
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
3057586.00
2906478.51
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7973
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
3614829.00
3638845.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7296
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
3277799.00
3476926.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0798
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7324520.00
6823339.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6839
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
929966.00
959008.75
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ8846
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
1011400.00
1007656.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4213
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
4164150.00
4130793.61
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0152
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
2663611.00
2057886.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH6857
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1400000.00
1311104.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8329
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
8854345.00
8581880.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9424
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
8303941.00
7624428.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3768
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
11199696.00
10165798.54
Agency Mortgage-Backed Securities
03.500 FGPC G60262 G
2044-01-01
3.500000
2573871.00
1453790.45
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0254
1271000000.00
1271000000.00
0.0137
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.750000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0JWTD4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2025-06-27
3.600000
4080000.00
4134635.28
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2025-08-22
3.600000
700000.00
706318.90
Agency Debentures and Agency Strips
MNAR XX.XXX HXBL1400
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.410000
57850000.00
59773856.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9451
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
544805.00
592608.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5867
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
1255197.00
1372570.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN8744
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
1156909.00
1265203.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN8746
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
1079767.00
1176246.42
Agency Mortgage-Backed Securities
MNAR XX.XXX HXAN9736
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.340000
11004000.00
11367270.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0030
B1V7KEBTPIMZEU4LTD58
2025-09-01
3.340000
10000000.00
10286455.56
Agency Mortgage-Backed Securities
MNMS 04.590 MLBL0090
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.590000
790000.00
829558.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0392
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.830000
2029286.00
2135675.94
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0558
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.420000
48000000.00
49637232.00
Agency Mortgage-Backed Securities
05.000 FGPC Q62047 G
2049-03-01
5.000000
7205265.00
7882731.59
Agency Mortgage-Backed Securities
05.000 FGPC Q63262 G
2049-05-01
5.000000
3785036.00
4131850.44
Agency Mortgage-Backed Securities
MNAR XX.XXX H2109621
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.770000
3617000.00
3777143.78
Agency Mortgage-Backed Securities
MNAR XX.XXX H2AN9721
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.600000
3500000.00
3623182.50
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
158000000.00
158000000.00
0.0017
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.700000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTJ1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
2.500000
216605400.00
218673804.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-31
2.750000
28571900.00
29391284.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.125000
109550600.00
108961708.00
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0274
350000000.00
350000000.00
0.0038
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.750000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWTK8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-09-15
2.750000
65740800.00
66678099.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-15
2.875000
224487000.00
227883101.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-15
3.125000
800400.00
811960.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-07-15
2.625000
443000.00
449487.27
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
290000000.00
290000000.00
0.0031
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.700000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JWTL6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
2.375000
52572100.00
53039199.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
2.375000
6628900.00
6687797.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
1.500000
23277000.00
21925800.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
1.375000
24879300.00
24009350.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-31
1.375000
524000.00
524351.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-07-15
0.375000
101711200.00
104164748.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.875000
97297000.00
96240440.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-10-15
1.625000
6702000.00
6638826.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-15
0.625000
118152400.00
129496333.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
2.375000
248044000.00
249999820.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-30
2.250000
250091200.00
249998416.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-30
2.125000
55698700.00
55881569.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
2.000000
126266200.00
125161244.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-01-31
2.375000
91879000.00
92770326.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-29
2.250000
809000.00
810768.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
2.625000
244475000.00
249999317.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-03-15
2.375000
75107000.00
75628073.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
2.000000
3278000.00
3288495.18
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0274
1515832214.00
1515832214.00
0.0163
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.730000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0JWTM4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
0.125000
31245400.00
32128373.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
14964900.00
15828316.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-07-15
0.625000
30251200.00
34252679.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-01-15
0.125000
6645700.00
7196047.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-15
0.375000
19500.00
21241.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.125000
23820100.00
25051806.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-15
6.250000
550900.00
645746.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-05-15
3.000000
4999900.00
5119117.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-15
0.625000
191200.00
195888.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
0.625000
30337400.00
32572455.19
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0277
150000000.00
150000000.00
0.0016
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.520000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWTN2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ENBRIDGE INC SR NT 4%23
98TPTUM4IVMFCZBCUR27
2023-10-01
4.000000
476000.00
493841.54
Corporate Debt Securities
CNA FINL CORP SR GLBL NT4.5%26
549300YX2GSZD7YG1R84
2026-03-01
4.500000
1040000.00
1090518.00
Corporate Debt Securities
CELGENE CORP SR NT 3.875%25
4SIHMF0MOSTTL8CD0X64
2025-08-15
3.875000
1892000.00
1961517.60
Corporate Debt Securities
AMGEN INC SR NT 4.95%41
62QBXGPJ34PQ72Z12S66
2041-10-01
4.950000
1814000.00
1904731.74
Corporate Debt Securities
AMGEN INC SR GLBL NT 22
62QBXGPJ34PQ72Z12S66
2022-05-15
3.625000
421000.00
437879.82
Corporate Debt Securities
AFLAC INC SR GLBL NT 23
549300N0B7DOGLXWPP39
2023-06-15
3.625000
550000.00
575527.56
Corporate Debt Securities
ABBOTT LABS SR NT 3.875%25
HQD377W2YR662HK5JX27
2025-09-15
3.875000
992000.00
1036713.16
Corporate Debt Securities
HCP INC SR NT 4.2%24
PZ9HF5U52KPF0MH0QN75
2024-03-01
4.200000
431000.00
448500.04
Corporate Debt Securities
REYNOLDS AMERICAN INC CR SEN SR GLBL19
02S2RPPVO9RP4NEU2740
2019-06-23
8.125000
12500000.00
12952164.92
Corporate Debt Securities
SIMON PPTY GROUP LP SR NT 3.75%24
MR92GTD0MJTTTTQDVG45
2024-02-01
3.750000
603000.00
629538.53
Corporate Debt Securities
O REILLY AUTOMOTIVE INC NEW SR NT 3.85%23
549300K2RLMQL149Q332
2023-06-15
3.850000
500000.00
520463.75
Corporate Debt Securities
PFIZER INC SR GLBL NT 4%36
765LHXWGK1KXCLTFYQ30
2036-12-15
4.000000
3550000.00
3704070.00
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT3.5%24
549300XMP3KDCKJXIU47
2024-06-03
3.500000
2278000.00
2358485.54
Corporate Debt Securities
NATIONAL RETAIL PPTYS INC SR NT 3.9%24
5493008JKH5SOTI0JS97
2024-06-15
3.900000
938000.00
973967.61
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT3.4%24
5493002KF87V5RSRQS84
2024-05-06
3.400000
5530000.00
5772619.54
Corporate Debt Securities
ESTEE LAUDER COS INC SR NT 4.15%47
549300VFZ8XJ9NUPU221
2047-03-15
4.150000
6305000.00
6603841.24
Corporate Debt Securities
GENERAL DYNAMICS CORP SR NT 3.875%21
9C1X8XOOTYY2FNYTVH06
2021-07-15
3.875000
510000.00
529401.46
Corporate Debt Securities
ARC PROPERTIES OPERATING SR NT 4.6%24
5493005TQOUJE1LCS698
2024-02-06
4.600000
1158000.00
1212371.96
Corporate Debt Securities
BLACKROCK INC SR NT 3.375%22
549300LRIF3NWCU26A80
2022-06-01
3.375000
2163000.00
2241643.98
Corporate Debt Securities
ALEXANDRIA REAL ESTATE EQ INC GTD SR NT 4.6%22
MGCJBT4MKTQBVLNUIS88
2022-04-01
4.600000
2500000.00
2619288.89
Corporate Debt Securities
ALPHABET INC SR GLBL NT 24
5493006MHB84DD0ZWV18
2024-02-25
3.375000
560000.00
584250.10
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL19
XSGZFLO9YTNO9VCQV219
2019-08-06
9.250000
2000000.00
2073846.67
Corporate Debt Securities
CVS HEALTH CORP SR NT 5.3%43
549300EJG376EN5NQE29
2043-12-05
5.300000
731000.00
757906.08
Corporate Debt Securities
AT&T INC SR GLBL NT4.6%21
549300Z40J86GGSTL398
2021-02-15
4.600000
5362000.00
5561859.61
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR NT 4.375%42
549300GHBMY8T5GXDE41
2042-03-15
4.375000
3470000.00
3623577.86
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 25
549300GHBMY8T5GXDE41
2025-07-15
3.750000
2143000.00
2249780.33
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 4.6%21
2S72QS2UO2OESLG6Y829
2021-04-01
4.600000
19320000.00
20079769.73
Corporate Debt Securities
DUKE ENERGY PROGRESS LLC 1M BD - 4.2% 45
0NIFZ782LS46WOC9QK20
2045-08-15
4.200000
8720000.00
9147192.79
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 3.9%25
8I5DZWZKVSZI1NUHU748
2025-07-15
3.900000
2428000.00
2540574.22
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL 144A 21
549300WR7IX8XE0TBO16
2021-02-15
5.000000
4802000.00
5011303.17
Corporate Debt Securities
DOW CHEM CO SR NT 4.125%21
ZQUIP1CSZO8LXRBSOU78
2021-11-15
4.125000
414000.00
433150.09
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 3.5%21
2S72QS2UO2OESLG6Y829
2021-11-01
3.500000
377000.00
392303.48
Corporate Debt Securities
XLIT LTD SUB GLBL NT 25
635400XCGXK8NVDIVE95
2025-03-31
4.450000
190000.00
197474.28
Corporate Debt Securities
TEACHERS INS & ANNUITY ASSN AM SR SURP 144A 47
O06XD7BJ4EPXNABVFN69
2047-05-15
4.270000
2225000.00
2328086.10
Corporate Debt Securities
TIME WARNER INC SR NT 4%22
5493004RSX004WU3UT62
2022-01-15
4.000000
342000.00
356137.14
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 25
02S2RPPVO9RP4NEU2740
2025-06-12
4.450000
2644000.00
2769215.43
Corporate Debt Securities
ROGERS COMMUNICATIONS INC 3.625%25
54930030NVF3Y2OL0A78
2025-12-15
3.625000
385000.00
399123.24
Corporate Debt Securities
SIMON PPTY GROUP LP SR NT 4.125%21
MR92GTD0MJTTTTQDVG45
2021-12-01
4.125000
5312000.00
5575915.66
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 4%45
5493002KF87V5RSRQS84
2045-11-20
4.000000
3752000.00
3927322.62
Corporate Debt Securities
KROGER CO SR GLBL NT 23
6CPEOKI6OYJ13Q6O7870
2023-08-01
3.850000
662000.00
686366.93
Corporate Debt Securities
MPLX LP SR GLBL NT5.2%47
5493000CZJ19CK4P3G36
2047-03-01
5.200000
884000.00
919503.40
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 45
PY6ZZQWO2IZFZC3IOL08
2045-11-16
4.375000
428000.00
447910.80
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 19
R4PP93JZOLY261QX3811
2019-05-20
8.125000
529000.00
549589.27
Corporate Debt Securities
AMERIPRISE FINL INC SR NT 4%23
6ZLKQF7QB6JAEKQS5388
2023-10-15
4.000000
470000.00
491891.03
Corporate Debt Securities
BLACKROCK INC SR NT 3.5%24
549300LRIF3NWCU26A80
2024-03-18
3.500000
3590000.00
3724672.87
Corporate Debt Securities
CSX CORP SR GLBL NT3.7%23
549300JVQR4N1MMP3Q88
2023-11-01
3.700000
4123000.00
4330911.44
Corporate Debt Securities
CUMMINS INC SR GLBL NT 23
ZUNI8PYC725B6H8JU438
2023-10-01
3.650000
295000.00
307100.98
Corporate Debt Securities
AMERIPRISE FINL INC SR NT 3.7%24
6ZLKQF7QB6JAEKQS5388
2024-10-15
3.700000
522000.00
541340.97
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT 23
I1BZKREC126H0VB1BL91
2023-10-15
3.950000
2627000.00
2729494.59
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1MTG BD 3.9%21
MWIUSDMN17TCR56VW396
2021-06-15
3.900000
427000.00
443488.61
Corporate Debt Securities
GOOGLE INC SR GLBL NT 24
7ZW8QJWVPR4P1J1KQY45
2024-02-25
3.375000
788000.00
822123.35
Corporate Debt Securities
DISCOVER FINL SVCS SR GLBL NT 22
Z1YLO2USPORE63VVUL20
2022-11-21
3.850000
398000.00
414435.08
Corporate Debt Securities
SPECTRA ENERGY PARTNERS LP SR NT 4.6%21
2HKVXE7U4NF5B6UGSU72
2021-06-15
4.600000
1400000.00
1462342.00
Corporate Debt Securities
SWISS RE TREASURY US CORP SR 144A NT 42
549300G1I1ZMYS87KM16
2042-12-06
4.250000
498000.00
515972.82
Corporate Debt Securities
TARGET CORP SR GLBL NT3.5%24
8WDDFXB5T1Z6J0XC1L66
2024-07-01
3.500000
1222000.00
1278797.88
Corporate Debt Securities
TYSON FOODS INC SR NT 3.95%24
WD6L6041MNRW1JE49D58
2024-08-15
3.950000
6275000.00
6522104.27
Corporate Debt Securities
REGENCY ENERGY PARTNERS LP SR NT 5.75%20
2020-09-01
5.750000
1337000.00
1389522.19
Corporate Debt Securities
NUCOR CORP SR GLBL NT4.4%48
549300GGJCRSI2TIEJ46
2048-05-01
4.400000
465000.00
487723.52
Corporate Debt Securities
PEPSICO INC SR NT 3.6%24
FJSUNZKFNQ5YPJ5OT455
2024-03-01
3.600000
660000.00
689092.80
Corporate Debt Securities
PFIZER INC SR NT 3.4%24
765LHXWGK1KXCLTFYQ30
2024-05-15
3.400000
399000.00
417375.28
Corporate Debt Securities
LINCOLN NATL CORP IND SR NT 4.2%22
EFQMQROEDSNBRIP7LE47
2022-03-15
4.200000
1448000.00
1504819.52
Corporate Debt Securities
ALTERRA FIN LLC GTD SRNT 6.25%20
2020-09-30
6.250000
2250000.00
2358626.25
Corporate Debt Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0256
142000000.00
142000000.00
0.0015
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.770000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWTP7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CIBN6983
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1115822.00
1135807.76
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN8739
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
3645937.00
3728581.38
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN8740
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
4114917.00
4205396.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN5838
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
2993710.00
3033951.08
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN5884
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
3613332.00
3695459.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6114
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
5049520.00
5124681.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN6814
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1095296.00
1114828.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN5258
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
246027930.00
249999999.20
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN5840
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
4079836.00
4146996.69
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN5833
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
2108497.00
2145530.07
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN5835
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1481842.00
1508618.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK3985
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1007972.00
1028274.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8730
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
9807698.00
10005384.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8363
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
177503.00
180812.59
Agency Mortgage-Backed Securities
04.500 FGPC C92033 G
2038-12-01
4.500000
216000.00
218925.64
Agency Mortgage-Backed Securities
04.000 FGPC T62270 G
2049-02-01
4.000000
24200617.00
24636521.52
Agency Mortgage-Backed Securities
04.000 FGPC J40066 G
2034-01-01
4.000000
2083630.00
2128155.91
Agency Mortgage-Backed Securities
04.000 FGPC J40105 G
2034-01-01
4.000000
1343039.00
1373836.53
Agency Mortgage-Backed Securities
03.500 FGPC J40159 G
2034-01-01
3.500000
2650320.00
2684273.00
Agency Mortgage-Backed Securities
03.500 FGPC J40322 G
2034-03-01
3.500000
1454646.00
1485052.50
Agency Mortgage-Backed Securities
03.500 FGPC J40402 G
2034-03-01
3.500000
1784676.00
1824394.07
Agency Mortgage-Backed Securities
05.000 FGPC G08859 G
2049-01-01
5.000000
28614525.00
29233565.31
Agency Mortgage-Backed Securities
04.500 FGPC G08863 G
2049-02-01
4.500000
506028.00
515694.59
Agency Mortgage-Backed Securities
04.000 FGPC G08866 G
2049-03-01
4.000000
166056422.00
168890815.40
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3590
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
5000000.00
5097171.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3593
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
46352591.00
47206383.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3615
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
245116832.00
249999999.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3632
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
588463.00
597160.67
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN5837
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1646415.00
1671105.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3087
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1112246.00
1131220.49
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3652
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1574785.00
1598755.89
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3654
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1190410.00
1210869.23
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN1087
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
507804.00
516323.10
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3085
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
1436457.00
1461171.85
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3086
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
1332420.00
1357435.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5702
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
177297938.00
179451003.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN8737
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
4243150.00
4336536.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0344
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
1193363.00
1215088.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3323
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
5031359.00
5115261.71
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN6311
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
401721.00
407619.29
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN6420
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
1086418.00
1111959.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5423
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
78007216.00
79416217.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5842
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
39895825.00
40492285.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5843
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
7028018.00
7153963.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3964
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1218420.00
1238984.96
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ7668
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
888561.00
901614.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK7317
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
608059.00
616214.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9582
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
9344621.00
9484046.33
Agency Mortgage-Backed Securities
04.500 FGPC G61607 G
2048-09-01
4.500000
29891257.00
30495098.48
Agency Mortgage-Backed Securities
03.500 FGPC G61942 G
2048-03-01
3.500000
19933053.00
20271006.84
Agency Mortgage-Backed Securities
03.500 FGPC G61943 G
2048-03-01
3.500000
27633930.00
28220002.67
Agency Mortgage-Backed Securities
03.500 FGPC G61944 G
2049-04-01
3.500000
25851299.00
26318340.06
Agency Mortgage-Backed Securities
03.500 FGPC G61945 G
2048-01-01
3.500000
29455574.00
30008232.57
Agency Mortgage-Backed Securities
03.500 FGPC Q62818 G
2049-04-01
3.500000
96162557.00
97357419.51
Agency Mortgage-Backed Securities
03.500 FGPC Q62933 G
2049-04-01
3.500000
8707300.00
8815483.37
Agency Mortgage-Backed Securities
03.500 FGPC Q62934 G
2049-04-01
3.500000
7772036.00
7868599.23
Agency Mortgage-Backed Securities
03.500 FGPC Q62677 G
2049-04-01
3.500000
80032272.00
81039033.52
Agency Mortgage-Backed Securities
03.500 FGPC Q62713 G
2049-04-01
3.500000
27475302.00
27820898.56
Agency Mortgage-Backed Securities
03.500 FGPC G08876 G
2049-04-01
3.500000
128833783.00
130390796.50
Agency Mortgage-Backed Securities
03.500 FGPC G18730 G
2034-04-01
3.500000
55112549.00
56156597.55
Agency Mortgage-Backed Securities
03.500 FGPC G16857 G
2034-04-01
3.500000
50992791.00
51880904.11
Agency Mortgage-Backed Securities
03.500 FGPC G16858 G
2034-04-01
3.500000
33165942.00
33743574.79
Agency Mortgage-Backed Securities
03.500 FGPC G16859 G
2034-04-01
3.500000
52078165.00
52985181.47
Agency Mortgage-Backed Securities
03.500 FGPC G16860 G
2034-04-01
3.500000
53283925.00
54211941.52
Agency Mortgage-Backed Securities
FNMS 03.500 CL890877
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
226193626.00
228975681.90
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3658
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
100000.00
102350.94
Agency Mortgage-Backed Securities
03.500 FGPC Q63151 G
2049-04-01
3.500000
98937294.00
100181870.20
Agency Mortgage-Backed Securities
03.500 FGPC Q63181 G
2049-04-01
3.500000
34759077.00
35196326.88
Agency Mortgage-Backed Securities
03.500 FGPC Q63274 G
2049-04-01
3.500000
1029717.00
1042161.59
Agency Mortgage-Backed Securities
03.500 FGPC J40407 G
2034-03-01
3.500000
23629128.00
24118972.40
Agency Mortgage-Backed Securities
03.500 FGPC U99186 G
2047-01-01
3.500000
38690676.00
39323633.96
Agency Mortgage-Backed Securities
04.500 FGPC Q60624 G
2049-01-01
4.500000
664007.00
678438.58
Agency Mortgage-Backed Securities
05.500 FGPC Q61576 G
2049-02-01
5.500000
3595482.00
3653319.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN4393
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
246000.00
249613.56
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN4811
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
558478.00
565507.76
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN4840
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
1875670.00
1908745.98
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5838
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
21311010.00
21671495.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5839
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
41583171.00
42495524.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1172
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
4974970.00
5053502.06
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5279
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
25000.00
25519.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5840
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
1285048.00
1315379.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5841
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
179571282.00
182984473.20
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
2494000000.00
2494000000.00
0.0269
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.470000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0TZOS7
Non-Negotiable Time Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0247
377000000.00
377000000.00
0.0041
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD0TZOT5
Non-Negotiable Time Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0245
454000000.00
454000000.00
0.0049
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 2.470000%
ATUEL7OJR5057F2PV266
0000882617
ATD0TZPU1
Non-Negotiable Time Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0247
218000000.00
218000000.00
0.0023
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.450000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0U08B7
Non-Negotiable Time Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0245
1960000000.00
1960000000.00
0.0211
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.460000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0U08D3
Non-Negotiable Time Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0246
119000000.00
119000000.00
0.0013
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 2.450000%
52990002O5KK6XOGJ020
ATD0U08G6
Non-Negotiable Time Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0245
947000000.00
947000000.00
0.0102
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.450000%
0001245022
ATD0U0SJ8
Non-Negotiable Time Deposit
Y
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0245
284000000.00
284000000.00
0.0031
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.460000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0U1CU8
Non-Negotiable Time Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0246
56000000.00
56000000.00
0.0006
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD0U1CV6
Non-Negotiable Time Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0245
272000000.00
272000000.00
0.0029
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.480000%
PT3QB789TSUIDF371261
0000947263
ATD0U1VK9
Non-Negotiable Time Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0248
854000000.00
854000000.00
0.0092
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.450000%
0001245022
ATD0U1VM5
Non-Negotiable Time Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0245
94000000.00
94000000.00
0.0010
N
N
Y
N
The Charles Schwab Family of Funds
2019-05-07
Mark Fischer
Mark Fischer
Chief Financial Officer